+25.7%
C vs CAI
-6.2%
+31.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.5% |
| 7D | +4.2% | -8.7% | +12.8% | +5.4% |
| 30D | +2.0% | -23.8% | +25.8% | +5.6% |
| 3M | -10.1% | +3.9% | -14.0% | -11.3% |
| 6M | +1.0% | +56.8% | -55.9% | -9.1% |
| YTD | +8.5% | -14.6% | +23.1% | +9.4% |
| 1Y | +25.7% | -5.2% | +30.9% | +24.7% |
| All | +25.7% | -6.2% | +31.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling