+22.1%
CF vs CAI
-5.3%
+27.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | -0.9% | -20.3% | +19.5% | -2.2% |
| 30D | +6.9% | -13.9% | +20.8% | +5.9% |
| 3M | +4.8% | +12.4% | -7.6% | +5.7% |
| 6M | +4.7% | +58.3% | -53.7% | +8.8% |
| YTD | +56.5% | -5.2% | +61.7% | +62.3% |
| 1Y | +48.4% | -0.2% | +48.6% | +53.8% |
| All | +22.1% | -5.3% | +27.4% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling