+62.2%
COP vs CAI
-5.1%
+67.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.5% |
| 7D | +3.4% | -8.0% | +11.3% | +3.1% |
| 30D | -0.6% | -18.9% | +18.3% | -1.1% |
| 3M | +10.8% | +7.6% | +3.1% | +12.3% |
| 6M | +19.6% | +43.0% | -23.3% | +24.6% |
| YTD | +52.9% | -11.2% | +64.1% | +55.1% |
| 1Y | +62.2% | -3.3% | +65.5% | +62.5% |
| All | +62.2% | -5.1% | +67.4% | +62.5% |
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