+129.1%
CAT vs CAI
-7.1%
+136.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +1.8% |
| 30D | -6.6% | +52.4% | -59.0% | -9.4% |
| 3M | -13.3% | +45.1% | -58.4% | -15.8% |
| 6M | +11.6% | +26.2% | -14.6% | +8.8% |
| YTD | +42.9% | -7.1% | +50.0% | +41.1% |
| 1Y | +95.4% | -31.0% | +126.5% | +96.9% |
| All | +129.1% | -7.1% | +136.2% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling