+74.4%
CAPR vs CAI
-5.1%
+79.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.6% | -7.7% |
| 7D | +19.1% | -8.0% | +27.0% | +24.2% |
| 30D | +48.8% | -18.9% | +67.7% | +60.6% |
| 3M | +144.4% | +7.6% | +136.8% | +113.5% |
| 6M | -67.5% | +43.0% | -110.5% | -79.4% |
| YTD | -64.5% | -11.2% | -53.3% | -60.4% |
| 1Y | +74.4% | -3.3% | +77.7% | -85.7% |
| All | +74.4% | -5.1% | +79.6% | -85.7% |
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