+12.9%
CME vs CAI
+51.4%
-38.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.2% |
| 7D | +2.5% | -26.3% | +28.7% | +1.5% |
| 30D | +13.9% | -17.5% | +31.4% | +13.3% |
| 3M | +22.4% | +5.8% | +16.5% | +23.0% |
| 6M | +12.9% | +53.6% | -40.8% | +15.6% |
| All | +12.9% | +51.4% | -38.5% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling