+3.8%
CL vs CAI
-7.1%
+10.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | -4.8% | +52.4% | -57.2% | -4.1% |
| 3M | +4.9% | +45.1% | -40.2% | +5.6% |
| 6M | -5.7% | +26.2% | -31.9% | -5.5% |
| YTD | +14.4% | -7.1% | +21.5% | +13.3% |
| 1Y | +8.7% | -31.0% | +39.8% | +7.7% |
| All | +3.8% | -7.1% | +10.9% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling