+9.1%
COR vs CAI
-29.0%
+38.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -4.8% | -5.1% | +0.2% | -4.7% |
| 30D | -3.7% | +3.9% | -7.6% | -3.7% |
| 3M | +14.3% | +40.1% | -25.8% | +13.6% |
| 6M | -8.5% | +29.7% | -38.1% | -9.5% |
| YTD | -4.4% | -10.9% | +6.5% | -7.1% |
| 1Y | +9.1% | -28.0% | +37.2% | +4.5% |
| All | +9.1% | -29.0% | +38.1% | +4.5% |
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