-8.7%
CAI vs FGI
+122.9%
-131.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | -20.3% | -1.4% | -19.0% | -20.3% |
| 30D | -13.9% | -3.2% | -10.7% | -13.8% |
| 3M | +12.4% | +64.1% | -51.7% | +8.5% |
| 6M | +58.3% | +17.2% | +41.1% | +54.3% |
| YTD | -5.2% | +31.6% | -36.8% | -10.1% |
| 1Y | -0.2% | +45.1% | -45.2% | -6.2% |
| All | -8.7% | +122.9% | -131.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling