+9.3%
CAT vs CAI
-6.2%
+15.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.5% |
| 7D | +7.4% | -8.7% | +16.1% | +8.2% |
| 30D | -19.7% | -23.8% | +4.2% | -17.8% |
| 3M | -29.6% | +3.9% | -33.5% | -29.5% |
| 6M | -33.2% | +56.8% | -90.0% | -36.3% |
| YTD | +5.7% | -14.6% | +20.3% | +4.4% |
| 1Y | +9.3% | -5.2% | +14.5% | +7.0% |
| All | +9.3% | -6.2% | +15.5% | +7.0% |
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 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