-25.6%
CG vs CAI
-31.3%
+5.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -4.3% | -2.2% | -2.1% | -4.1% |
| 30D | -5.1% | +52.4% | -57.5% | -10.5% |
| 3M | +8.7% | +45.1% | -36.4% | +2.8% |
| 6M | -9.2% | +26.2% | -35.5% | -13.4% |
| YTD | -18.9% | -7.1% | -11.8% | -20.7% |
| 1Y | -25.6% | -31.0% | +5.4% | -22.1% |
| All | -25.6% | -31.3% | +5.6% | -22.1% |
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