+8.5%
CL vs CAI
-29.0%
+37.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -2.4% |
| 30D | -5.5% | +2.7% | -8.2% | -5.4% |
| 3M | +0.8% | +41.7% | -40.8% | +1.8% |
| 6M | -4.2% | +26.5% | -30.7% | -3.8% |
| YTD | +13.4% | -10.9% | +24.4% | +11.1% |
| All | +8.5% | -29.0% | +37.5% | +4.7% |
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