-25.7%
CAPR vs CAI
-9.5%
-16.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.5% | -8.1% |
| 7D | +7.6% | -25.6% | +33.3% | +20.5% |
| 30D | +13.3% | -17.7% | +31.0% | +20.6% |
| 3M | +130.4% | +4.4% | +126.0% | +111.3% |
| 6M | -70.8% | +51.3% | -122.1% | -79.9% |
| YTD | -69.3% | -9.5% | -59.8% | -69.1% |
| 1Y | +59.5% | -1.5% | +61.0% | +57.1% |
| All | -25.7% | -9.5% | -16.2% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling