+30.6%
CB vs CAI
-6.6%
+37.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.8% |
| 7D | +0.2% | -26.5% | +26.8% | -0.1% |
| 30D | +9.1% | -6.9% | +16.0% | +9.0% |
| 3M | +3.4% | +26.1% | -22.7% | +3.7% |
| 6M | +14.1% | +31.9% | -17.8% | +14.4% |
| YTD | +18.0% | -6.5% | +24.5% | +17.5% |
| 1Y | +30.1% | +2.5% | +27.6% | +29.3% |
| All | +30.6% | -6.6% | +37.1% | +29.4% |
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