+79.6%
CMI vs CAI
-11.0%
+90.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | +0.7% | -3.1% | +3.8% | +0.9% |
| 30D | -12.3% | +2.7% | -15.0% | -12.5% |
| 3M | -16.8% | +41.7% | -58.5% | -19.6% |
| 6M | +1.5% | +26.5% | -24.9% | -1.5% |
| YTD | +9.8% | -10.9% | +20.7% | +8.6% |
| 1Y | +42.6% | -29.2% | +71.8% | +43.6% |
| All | +79.6% | -11.0% | +90.6% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling