-10.5%
CAI vs FGI
+120.2%
-130.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | +52.4% | +65.4% | -13.0% | +47.0% |
| 3M | +45.1% | +23.5% | +21.6% | +41.4% |
| 6M | +26.2% | +60.5% | -34.3% | +18.9% |
| YTD | -7.1% | +30.0% | -37.1% | -11.8% |
| 1Y | -31.0% | +82.1% | -113.1% | -36.8% |
| All | -10.5% | +120.2% | -130.7% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling