-21.3%
CAPR vs CAI
-7.1%
-14.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | +139.2% | +52.4% | +86.8% | +82.2% |
| 3M | -66.4% | +45.1% | -111.4% | -74.3% |
| 6M | -63.1% | +26.2% | -89.4% | -70.1% |
| YTD | -67.4% | -7.1% | -60.3% | -66.0% |
| 1Y | +58.2% | -31.0% | +89.3% | +83.5% |
| All | -21.3% | -7.1% | -14.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling