+67.7%
CLF vs CAI
-8.1%
+75.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +6.5% | +0.2% | +6.3% | +6.5% |
| 30D | +0.2% | +9.1% | -8.9% | -0.1% |
| 3M | -3.1% | +53.8% | -56.9% | -5.5% |
| 6M | +25.0% | +33.5% | -8.5% | +22.2% |
| YTD | -7.5% | -8.0% | +0.6% | -10.0% |
| 1Y | +11.5% | -28.7% | +40.2% | +7.6% |
| All | +67.7% | -8.1% | +75.7% | +65.6% |
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 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