+22.2%
CF vs CAI
-6.6%
+28.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.5% |
| 7D | -3.2% | -26.5% | +23.3% | -4.9% |
| 30D | +4.3% | -6.9% | +11.2% | +3.7% |
| 3M | +2.8% | +26.1% | -23.3% | +4.6% |
| 6M | +0.6% | +31.9% | -31.3% | +3.4% |
| YTD | +56.6% | -6.5% | +63.1% | +62.3% |
| 1Y | +49.6% | +2.5% | +47.1% | +54.7% |
| All | +22.2% | -6.6% | +28.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling