-13.1%
CAI vs BTG
+48.8%
-61.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -2.9% | -3.8% | +0.8% | -1.9% |
| 30D | +9.3% | +3.6% | +5.7% | +8.3% |
| 3M | +35.2% | +32.0% | +3.2% | +25.4% |
| 6M | +30.7% | +3.4% | +27.4% | +25.6% |
| YTD | -9.8% | +20.8% | -30.6% | -16.3% |
| 1Y | -28.9% | +22.4% | -51.3% | -32.8% |
| All | -13.1% | +48.8% | -61.9% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling