-31.0%
CAI vs BTG
+38.4%
-69.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | +52.4% | +36.8% | +15.6% | +39.7% |
| 3M | +45.1% | +23.1% | +22.0% | +35.4% |
| 6M | +26.2% | +3.5% | +22.8% | +20.7% |
| YTD | -7.1% | +25.5% | -32.6% | -15.7% |
| 1Y | -31.0% | +40.1% | -71.1% | -39.0% |
| All | -31.0% | +38.4% | -69.4% | -39.0% |
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