+21.4%
CF vs CAI
-3.6%
+25.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -21.6% | +27.8% | +4.6% |
| 7D | +0.4% | -28.0% | +28.4% | -1.5% |
| 30D | +2.2% | -5.2% | +7.4% | +1.8% |
| 3M | +2.1% | +58.2% | -56.1% | +5.7% |
| 6M | -6.5% | +37.4% | -43.9% | -3.7% |
| YTD | +55.6% | -3.5% | +59.1% | +61.6% |
| 1Y | +42.3% | -10.9% | +53.2% | +48.0% |
| All | +21.4% | -3.6% | +25.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling