+3.4%
CL vs CAI
-8.1%
+11.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | -5.2% | +9.1% | -14.4% | -5.0% |
| 3M | +3.3% | +53.8% | -50.5% | +4.1% |
| 6M | -4.4% | +33.5% | -37.9% | -3.9% |
| YTD | +13.9% | -8.0% | +21.9% | +12.8% |
| 1Y | +7.6% | -28.7% | +36.3% | +6.5% |
| All | +3.4% | -8.1% | +11.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling