+27.9%
CF vs CAI
-11.3%
+39.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.2% |
| 7D | +5.4% | -8.0% | +13.3% | +4.7% |
| 30D | +6.5% | -18.9% | +25.4% | +5.1% |
| 3M | +4.6% | +7.6% | -3.0% | +5.2% |
| 6M | -3.3% | +43.0% | -46.3% | -0.2% |
| YTD | +63.9% | -11.2% | +75.1% | +69.2% |
| 1Y | +50.4% | -3.3% | +53.7% | +55.1% |
| All | +27.9% | -11.3% | +39.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling