-9.9%
CAI vs FGI
+118.7%
-128.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -26.5% | -7.0% | -19.6% | -26.3% |
| 30D | -6.9% | -4.2% | -2.7% | -6.8% |
| 3M | +26.1% | +55.6% | -29.5% | +22.0% |
| 6M | +31.9% | -3.2% | +35.0% | +29.6% |
| YTD | -6.5% | +29.1% | -35.6% | -11.2% |
| 1Y | +2.5% | +51.0% | -48.5% | -3.8% |
| All | -9.9% | +118.7% | -128.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling