-24.6%
CAPR vs CAI
-6.6%
-18.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.7% | +5.9% |
| 7D | +41.1% | -26.5% | +67.6% | +57.8% |
| 30D | +11.1% | -6.9% | +18.0% | +11.5% |
| 3M | +115.3% | +26.1% | +89.2% | +76.5% |
| 6M | -73.8% | +31.9% | -105.7% | -80.0% |
| YTD | -68.8% | -6.5% | -62.3% | -69.1% |
| 1Y | +43.3% | +2.5% | +40.8% | +38.7% |
| All | -24.6% | -6.6% | -18.1% | -38.0% |
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 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