-13.1%
CAI vs WTW
+7.4%
-20.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -5.7% | +2.8% | -1.0% |
| 30D | +9.3% | -7.3% | +16.6% | +12.0% |
| 3M | +35.2% | +21.5% | +13.8% | +28.5% |
| 6M | +30.7% | +9.6% | +21.1% | +25.1% |
| YTD | -9.8% | -3.3% | -6.5% | -12.1% |
| 1Y | -28.9% | -6.1% | -22.7% | -30.4% |
| All | -13.1% | +7.4% | -20.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling