-28.7%
CAI vs FGI
+93.1%
-121.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +0.2% | +5.2% | -5.0% | 0.0% |
| 30D | +9.1% | +65.2% | -56.1% | +6.2% |
| 3M | +53.8% | +30.2% | +23.6% | +50.5% |
| 6M | +33.5% | +87.8% | -54.3% | +27.0% |
| YTD | -8.0% | +32.5% | -40.5% | -11.7% |
| 1Y | -28.7% | +93.6% | -122.3% | -33.0% |
| All | -28.7% | +93.1% | -121.8% | -33.0% |
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