+79.4%
C vs CAI
-8.1%
+87.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +1.3% | +9.1% | -7.9% | 0.0% |
| 3M | +3.1% | +53.8% | -50.7% | -3.8% |
| 6M | +29.6% | +33.5% | -3.9% | +22.7% |
| YTD | +19.0% | -8.0% | +27.0% | +17.0% |
| 1Y | +45.6% | -28.7% | +74.3% | +46.3% |
| All | +79.4% | -8.1% | +87.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling