+61.0%
CSCO vs CAI
-29.0%
+89.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -1.1% | -5.1% | +4.0% | -0.8% |
| 30D | -10.8% | +3.9% | -14.7% | -11.0% |
| 3M | -9.2% | +40.1% | -49.3% | -11.2% |
| 6M | +39.5% | +29.7% | +9.9% | +35.6% |
| YTD | +41.5% | -10.9% | +52.4% | +41.8% |
| 1Y | +61.0% | -28.0% | +89.0% | +64.3% |
| All | +61.0% | -29.0% | +89.9% | +64.3% |
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