+47.2%
CAPR vs CAI
+12.6%
+34.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.1% | +7.7% |
| 7D | +43.2% | -6.3% | +49.5% | +47.2% |
| 30D | +14.7% | +9.3% | +5.3% | +8.6% |
| 3M | +113.9% | +106.3% | +7.6% | +28.1% |
| 6M | -73.4% | +77.7% | -151.1% | -83.1% |
| YTD | -69.1% | +23.1% | -92.2% | -66.2% |
| 1Y | +47.2% | +6.5% | +40.7% | +112.9% |
| All | +47.2% | +12.6% | +34.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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