-23.6%
CPB vs CAI
-9.3%
-14.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -4.1% | -26.3% | +22.2% | -3.5% |
| 30D | +16.9% | -17.5% | +34.4% | +17.1% |
| 3M | -0.6% | +5.8% | -6.4% | -1.5% |
| 6M | +11.4% | +53.6% | -42.3% | +8.9% |
| YTD | -14.8% | -9.2% | -5.6% | -15.4% |
| 1Y | -24.8% | -2.7% | -22.1% | -25.5% |
| All | -23.6% | -9.3% | -14.3% | -24.2% |
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