-6.5%
COST vs CAI
-9.9%
+3.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.3% |
| 7D | -1.2% | -2.9% | +1.7% | -1.3% |
| 30D | -4.7% | +9.3% | -14.1% | -4.4% |
| 3M | -7.1% | +35.2% | -42.3% | -6.3% |
| 6M | -8.5% | +30.7% | -39.3% | -7.6% |
| YTD | +5.4% | -9.8% | +15.2% | +4.6% |
| 1Y | -5.6% | -28.9% | +23.2% | -7.7% |
| All | -6.5% | -9.9% | +3.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling