+15.3%
CL vs CAI
-9.5%
+24.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.1% |
| 7D | +2.6% | -25.6% | +28.2% | +2.1% |
| 30D | +11.8% | -17.7% | +29.5% | +11.4% |
| 3M | +5.9% | +4.4% | +1.5% | +6.0% |
| 6M | +13.3% | +51.3% | -37.9% | +14.1% |
| YTD | +27.1% | -9.5% | +36.6% | +25.9% |
| 1Y | +28.0% | -1.5% | +29.5% | +26.9% |
| All | +15.3% | -9.5% | +24.9% | +14.0% |
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