-17.5%
CAPR vs CAI
-5.3%
-12.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +8.9% |
| 7D | +36.0% | -20.3% | +56.4% | +47.8% |
| 30D | +25.8% | -13.9% | +39.7% | +31.2% |
| 3M | +140.8% | +12.4% | +128.4% | +112.7% |
| 6M | -67.6% | +58.3% | -125.9% | -78.1% |
| YTD | -65.9% | -5.2% | -60.6% | -66.4% |
| 1Y | +66.1% | -0.2% | +66.3% | +61.4% |
| All | -17.5% | -5.3% | -12.2% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling