+22.0%
CME vs CAI
-14.7%
+36.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.7% |
| 7D | +3.9% | -8.7% | +12.6% | +3.8% |
| 30D | +11.3% | -23.8% | +35.2% | +10.8% |
| 3M | +19.6% | +3.9% | +15.7% | +19.7% |
| 6M | +8.1% | +56.8% | -48.8% | +9.0% |
| YTD | +20.4% | -14.6% | +35.0% | +20.1% |
| 1Y | +16.5% | -5.2% | +21.7% | +16.3% |
| All | +22.0% | -14.7% | +36.6% | +20.5% |
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