+69.0%
COMP vs CAI
-9.5%
+78.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.5% | -3.0% | -6.4% |
| 7D | +7.2% | -25.6% | +32.8% | +14.6% |
| 30D | +6.4% | -17.7% | +24.1% | +10.9% |
| 3M | -19.4% | +4.4% | -23.8% | -21.7% |
| 6M | +14.6% | +51.3% | -36.7% | -0.6% |
| YTD | -5.5% | -9.5% | +4.0% | -10.3% |
| 1Y | +13.7% | -1.5% | +15.1% | +6.7% |
| All | +69.0% | -9.5% | +78.6% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling