+20.1%
CI vs CAI
-6.7%
+26.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.7% |
| 7D | +2.6% | -25.6% | +28.2% | +3.7% |
| 30D | +7.3% | -17.7% | +25.1% | +8.0% |
| 3M | +9.5% | +4.4% | +5.1% | +8.8% |
| 6M | +6.4% | +51.3% | -44.8% | +3.6% |
| YTD | +12.0% | -9.5% | +21.5% | +8.7% |
| 1Y | +20.1% | -1.5% | +21.6% | +18.1% |
| All | +20.1% | -6.7% | +26.8% | +18.1% |
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