-24.1%
CAPR vs CAI
-8.1%
-16.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -9.5% | +0.2% | -9.7% | -9.6% |
| 30D | +121.5% | +9.1% | +112.4% | +108.1% |
| 3M | -65.4% | +53.8% | -119.1% | -74.6% |
| 6M | -67.5% | +33.5% | -101.0% | -74.9% |
| YTD | -68.6% | -8.0% | -60.6% | -67.1% |
| 1Y | +42.7% | -28.7% | +71.4% | +62.4% |
| All | -24.1% | -8.1% | -16.0% | -34.0% |
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 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