+0.6%
CF vs CAI
+31.2%
-30.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.6% |
| 7D | -3.2% | -26.5% | +23.3% | -4.2% |
| 30D | +4.3% | -6.9% | +11.2% | +3.1% |
| 3M | +2.8% | +26.1% | -23.3% | +2.3% |
| 6M | +0.6% | +31.9% | -31.3% | +0.9% |
| All | +0.6% | +31.2% | -30.6% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling