+134.6%
CRL vs CAI
-11.3%
+145.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | +8.9% | -8.0% | +16.8% | +11.0% |
| 30D | +14.0% | -18.9% | +32.8% | +19.5% |
| 3M | +19.8% | +7.6% | +12.2% | +17.0% |
| 6M | +102.0% | +43.0% | +59.1% | +81.8% |
| YTD | +70.8% | -11.2% | +82.0% | +65.5% |
| 1Y | +98.7% | -3.3% | +102.0% | +90.0% |
| All | +134.6% | -11.3% | +145.8% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling