+6.5%
CAI vs BTG
+24.4%
-17.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | -1.5% |
| 7D | -6.3% | -0.2% | -6.1% | -6.4% |
| 30D | +9.3% | -0.8% | +10.1% | +9.2% |
| 3M | +106.3% | +31.8% | +74.5% | +90.6% |
| 6M | +77.7% | +20.4% | +57.3% | +64.4% |
| YTD | +23.1% | +14.7% | +8.4% | +13.7% |
| 1Y | +6.5% | +29.4% | -22.8% | -9.7% |
| All | +6.5% | +24.4% | -17.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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