-14.1%
CAI vs WTW
+7.4%
-21.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.1% | -7.8% | +2.7% | -2.5% |
| 30D | +3.9% | -7.9% | +11.8% | +6.6% |
| 3M | +40.1% | +19.9% | +20.1% | +33.6% |
| 6M | +29.7% | +9.8% | +19.9% | +24.1% |
| YTD | -10.9% | -3.3% | -7.6% | -13.2% |
| 1Y | -28.0% | -3.3% | -24.7% | -30.7% |
| All | -14.1% | +7.4% | -21.5% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling