+5.4%
CME vs CAI
-11.0%
+16.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.9% |
| 7D | -0.6% | -3.1% | +2.5% | -0.7% |
| 30D | +4.7% | +2.7% | +2.0% | +4.8% |
| 3M | +7.8% | +41.7% | -33.9% | +8.6% |
| 6M | -11.0% | +26.5% | -37.5% | -10.3% |
| YTD | +4.0% | -10.9% | +15.0% | +3.8% |
| 1Y | +9.1% | -29.2% | +38.3% | +9.0% |
| All | +5.4% | -11.0% | +16.4% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling