+49.6%
CF vs CAI
-15.9%
+65.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.4% |
| 7D | -3.2% | -26.5% | +23.3% | -5.7% |
| 30D | +4.3% | -6.9% | +11.2% | +3.6% |
| 3M | +2.8% | +26.1% | -23.3% | +6.0% |
| 6M | +0.6% | +31.9% | -31.3% | +5.1% |
| YTD | +56.6% | -6.5% | +63.1% | +64.9% |
| 1Y | +49.6% | +2.5% | +47.1% | +57.9% |
| All | +49.6% | -15.9% | +65.5% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling