+57.0%
C vs CAI
-6.6%
+63.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -2.4% | -26.5% | +24.1% | +1.0% |
| 30D | -6.0% | -6.9% | +0.9% | -5.3% |
| 3M | -10.5% | +26.1% | -36.7% | -13.8% |
| 6M | -5.7% | +31.9% | -37.6% | -10.6% |
| YTD | +4.1% | -6.5% | +10.6% | +1.8% |
| 1Y | +20.5% | +2.5% | +18.0% | +16.8% |
| All | +57.0% | -6.6% | +63.6% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling