+8.9%
CAT vs CAI
+12.6%
-3.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.4% | -5.3% |
| 7D | -17.1% | -6.3% | -10.8% | -16.9% |
| 30D | -30.1% | +9.3% | -39.4% | -30.4% |
| 3M | -32.4% | +106.3% | -138.7% | -35.4% |
| 6M | -32.1% | +77.7% | -109.9% | -34.5% |
| YTD | +4.1% | +23.1% | -19.0% | -0.1% |
| 1Y | +8.9% | +6.5% | +2.4% | +4.2% |
| All | +8.9% | +12.6% | -3.7% | +4.2% |
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 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