+64.3%
CLS vs CAI
-9.5%
+73.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.0% |
| 7D | -13.9% | -25.6% | +11.8% | -10.6% |
| 30D | -38.2% | -17.7% | -20.4% | -36.1% |
| 3M | -28.8% | +4.4% | -33.2% | -27.8% |
| 6M | -40.4% | +51.3% | -91.7% | -42.0% |
| YTD | -24.3% | -9.5% | -14.8% | -22.1% |
| 1Y | -35.0% | -1.5% | -33.5% | -33.2% |
| All | +64.3% | -9.5% | +73.8% | +63.6% |
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