+57.6%
CAT vs CAI
-6.6%
+64.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | -10.3% | -26.5% | +16.2% | -8.5% |
| 30D | -31.2% | -6.9% | -24.3% | -30.6% |
| 3M | -34.7% | +26.1% | -60.8% | -35.5% |
| 6M | -39.5% | +31.9% | -71.4% | -40.7% |
| YTD | -1.7% | -6.5% | +4.8% | -2.7% |
| 1Y | -1.1% | +2.5% | -3.6% | -2.6% |
| All | +57.6% | -6.6% | +64.2% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling