+70.7%
CSCO vs CAI
-11.0%
+81.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -10.7% | +2.7% | -13.4% | -10.9% |
| 3M | -8.7% | +41.7% | -50.4% | -10.4% |
| 6M | +44.9% | +26.5% | +18.4% | +41.9% |
| YTD | +44.1% | -10.9% | +55.1% | +43.5% |
| 1Y | +65.9% | -29.2% | +95.1% | +66.1% |
| All | +70.7% | -11.0% | +81.7% | +70.8% |
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