-12.7%
CG vs CAI
-14.7%
+2.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +1.5% |
| 7D | +0.2% | -8.7% | +8.9% | +1.3% |
| 30D | +11.2% | -23.8% | +35.0% | +14.6% |
| 3M | -22.1% | +3.9% | -26.0% | -22.8% |
| 6M | -17.9% | +56.8% | -74.8% | -23.9% |
| YTD | -31.3% | -14.6% | -16.7% | -32.0% |
| 1Y | -24.0% | -5.2% | -18.8% | -25.6% |
| All | -12.7% | -14.7% | +2.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling