+47.0%
CF vs CAI
-2.4%
+49.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | -0.9% | -20.3% | +19.5% | -2.8% |
| 30D | +6.9% | -13.9% | +20.8% | +5.5% |
| 3M | +4.8% | +12.4% | -7.6% | +6.5% |
| 6M | +4.7% | +58.3% | -53.7% | +11.8% |
| YTD | +56.5% | -5.2% | +61.7% | +65.0% |
| All | +47.0% | -2.4% | +49.3% | +54.3% |
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