-14.1%
CG vs CAI
+12.6%
-26.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.4% |
| 7D | +9.4% | -6.3% | +15.7% | +10.1% |
| 30D | +8.7% | +9.3% | -0.6% | +7.6% |
| 3M | -15.0% | +106.3% | -121.3% | -22.5% |
| 6M | -13.2% | +77.7% | -90.9% | -20.3% |
| YTD | -26.2% | +23.1% | -49.3% | -30.6% |
| 1Y | -14.1% | +6.5% | -20.6% | -19.1% |
| All | -14.1% | +12.6% | -26.7% | -19.1% |
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