-9.1%
CI vs CAI
-11.0%
+1.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | +0.5% | +2.7% | -2.2% | +0.2% |
| 3M | -5.2% | +41.7% | -46.9% | -7.4% |
| 6M | +4.3% | +26.5% | -22.1% | +1.7% |
| YTD | +2.8% | -10.9% | +13.7% | +2.1% |
| 1Y | -5.8% | -29.2% | +23.4% | -4.4% |
| All | -9.1% | -11.0% | +1.9% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling