+154.3%
CLS vs CAI
-9.9%
+164.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.3% | +6.5% |
| 7D | +10.9% | -2.9% | +13.9% | +11.2% |
| 30D | +2.1% | +9.3% | -7.3% | +1.5% |
| 3M | -10.2% | +35.2% | -45.4% | -12.4% |
| 6M | +30.4% | +30.7% | -0.3% | +27.6% |
| YTD | +17.2% | -9.8% | +27.0% | +18.5% |
| 1Y | +41.0% | -28.9% | +69.9% | +41.0% |
| All | +154.3% | -9.9% | +164.2% | +148.9% |
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