-3.0%
COO vs CAI
-8.1%
+5.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -8.8% | +9.1% | -18.0% | -9.8% |
| 3M | +1.3% | +53.8% | -52.4% | -3.6% |
| 6M | -11.6% | +33.5% | -45.1% | -15.2% |
| YTD | -17.4% | -8.0% | -9.4% | -18.0% |
| 1Y | -1.6% | -28.7% | +27.1% | +0.6% |
| All | -3.0% | -8.1% | +5.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling