+49.2%
CF vs CAI
-0.6%
+49.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.0% | +2.1% |
| 7D | +4.8% | -25.6% | +30.4% | +2.0% |
| 30D | +9.7% | -17.7% | +27.4% | +7.8% |
| 3M | +1.2% | +4.4% | -3.2% | +2.0% |
| 6M | +7.4% | +51.3% | -43.9% | +14.2% |
| YTD | +60.5% | -9.5% | +70.0% | +68.4% |
| All | +49.2% | -0.6% | +49.9% | +56.1% |
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