+3.1%
CAI vs FGI
+45.3%
-42.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.7% |
| 6M | +58.3% | +17.2% | +41.1% | +55.2% |
| YTD | -5.2% | +31.6% | -36.8% | -11.1% |
| All | +3.1% | +45.3% | -42.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling