-64.8%
CAPR vs CAI
+51.4%
-116.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.2% | +26.5% |
| 7D | +25.8% | -26.3% | +52.1% | +28.7% |
| 30D | +50.2% | -17.5% | +67.7% | +52.2% |
| 3M | +185.5% | +5.8% | +179.7% | +182.3% |
| 6M | -64.8% | +53.6% | -118.5% | -68.2% |
| All | -64.8% | +51.4% | -116.2% | -68.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling