+16.2%
CP vs CAI
-6.6%
+22.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | +2.8% | -26.5% | +29.3% | +4.1% |
| 30D | +10.2% | -6.9% | +17.1% | +10.2% |
| 3M | +2.4% | +26.1% | -23.8% | +0.6% |
| 6M | +7.7% | +31.9% | -24.2% | +5.2% |
| YTD | +26.0% | -6.5% | +32.5% | +24.7% |
| 1Y | +34.6% | +2.5% | +32.1% | +32.2% |
| All | +16.2% | -6.6% | +22.8% | +14.0% |
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