+94.9%
CNC vs CAI
-26.7%
+121.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.6% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | -1.0% | +9.3% | -10.3% | -0.9% |
| 3M | +4.5% | +35.2% | -30.7% | +4.9% |
| 6M | +85.2% | +30.7% | +54.5% | +83.6% |
| YTD | +61.4% | -9.8% | +71.2% | +58.5% |
| 1Y | +94.9% | -28.9% | +123.7% | +89.6% |
| All | +94.9% | -26.7% | +121.6% | +89.6% |
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 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