-1.8%
CARR vs CAI
+12.6%
-14.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -0.7% | -6.3% | +5.6% | -0.3% |
| 30D | +0.3% | +9.3% | -9.0% | -0.3% |
| 3M | -14.9% | +106.3% | -121.2% | -19.4% |
| 6M | -14.9% | +77.7% | -92.6% | -18.7% |
| YTD | +7.0% | +23.1% | -16.1% | +2.8% |
| 1Y | -1.8% | +6.5% | -8.3% | -4.5% |
| All | -1.8% | +12.6% | -14.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling