+15.6%
CME vs CAI
-2.4%
+18.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.2% |
| 7D | +2.7% | -8.0% | +10.6% | +2.5% |
| 30D | +13.5% | -18.9% | +32.3% | +13.0% |
| 3M | +20.9% | +7.6% | +13.3% | +21.2% |
| 6M | +11.5% | +43.0% | -31.5% | +12.6% |
| YTD | +19.5% | -11.2% | +30.7% | +16.9% |
| All | +15.6% | -2.4% | +18.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling