+20.1%
CP vs CAI
-31.3%
+51.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | +0.2% | +52.4% | -52.2% | -2.0% |
| 3M | +2.6% | +45.1% | -42.5% | +0.5% |
| 6M | +6.0% | +26.2% | -20.3% | +4.0% |
| YTD | +24.9% | -7.1% | +32.0% | +24.3% |
| 1Y | +20.1% | -31.0% | +51.1% | +21.4% |
| All | +20.1% | -31.3% | +51.4% | +21.4% |
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