+128.4%
CDE vs CAI
-9.9%
+138.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.0% |
| 7D | -3.1% | -2.9% | -0.2% | -2.6% |
| 30D | +9.5% | +9.3% | +0.1% | +7.6% |
| 3M | +25.5% | +35.2% | -9.7% | +19.4% |
| 6M | -7.9% | +30.7% | -38.6% | -13.1% |
| YTD | +15.6% | -9.8% | +25.3% | +11.0% |
| 1Y | +34.0% | -28.9% | +62.9% | +27.8% |
| All | +128.4% | -9.9% | +138.3% | +119.8% |
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 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