-25.4%
CAG vs CAI
-9.9%
-15.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -5.7% | -2.9% | -2.8% | -5.6% |
| 30D | -2.4% | +9.3% | -11.8% | -2.8% |
| 3M | +9.8% | +35.2% | -25.4% | +8.7% |
| 6M | -10.8% | +30.7% | -41.6% | -11.7% |
| YTD | -10.8% | -9.8% | -1.0% | -10.7% |
| 1Y | -19.0% | -28.9% | +9.9% | -17.7% |
| All | -25.4% | -9.9% | -15.5% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling