+78.3%
CLS vs CAI
-9.3%
+87.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.8% | -26.3% | +29.0% | +6.7% |
| 30D | -30.1% | -17.5% | -12.6% | -27.8% |
| 3M | -21.7% | +5.8% | -27.6% | -20.7% |
| 6M | -36.2% | +53.6% | -89.9% | -38.1% |
| YTD | -17.8% | -9.2% | -8.6% | -15.5% |
| 1Y | -26.8% | -2.7% | -24.1% | -24.8% |
| All | +78.3% | -9.3% | +87.6% | +77.4% |
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