+29.7%
CAI vs BTG
+0.3%
+29.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +1.2% |
| 7D | -5.1% | -5.8% | +0.7% | -3.1% |
| 30D | +3.9% | +5.7% | -1.8% | +2.0% |
| 3M | +40.1% | +38.1% | +1.9% | +26.4% |
| 6M | +29.7% | +0.3% | +29.4% | +22.3% |
| All | +29.7% | +0.3% | +29.4% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling