+50.3%
CSX vs CAI
-0.4%
+50.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.3% | -26.3% | +26.0% | +0.5% |
| 30D | +8.7% | -17.5% | +26.2% | +9.3% |
| 3M | +4.2% | +5.8% | -1.6% | +4.3% |
| 6M | +16.7% | +53.6% | -37.0% | +15.9% |
| YTD | +44.5% | -9.2% | +53.7% | +44.3% |
| 1Y | +50.3% | -2.7% | +52.9% | +48.7% |
| All | +50.3% | -0.4% | +50.6% | +48.7% |
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