+70.8%
CAT vs CAI
-11.3%
+82.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +9.3% | -8.0% | +17.3% | +10.0% |
| 30D | -21.5% | -18.9% | -2.6% | -20.2% |
| 3M | -29.1% | +7.6% | -36.7% | -29.2% |
| 6M | -33.4% | +43.0% | -76.3% | -35.2% |
| YTD | +6.6% | -11.2% | +17.7% | +5.8% |
| 1Y | +6.5% | -3.3% | +9.8% | +5.4% |
| All | +70.8% | -11.3% | +82.0% | +68.3% |
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