+64.9%
CAT vs CAI
-9.5%
+74.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.1% |
| 7D | -6.3% | -25.6% | +19.3% | -4.4% |
| 30D | -26.8% | -17.7% | -9.1% | -25.7% |
| 3M | -30.0% | +4.4% | -34.4% | -30.0% |
| 6M | -34.6% | +51.3% | -85.9% | -36.7% |
| YTD | +2.9% | -9.5% | +12.4% | +2.0% |
| 1Y | +3.3% | -1.5% | +4.8% | +2.0% |
| All | +64.9% | -9.5% | +74.4% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling