+64.2%
CSX vs CAI
-14.7%
+78.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.5% |
| 7D | +6.0% | -8.7% | +14.6% | +6.3% |
| 30D | +7.8% | -23.8% | +31.7% | +8.8% |
| 3M | +4.1% | +3.9% | +0.2% | +4.0% |
| 6M | +17.9% | +56.8% | -38.9% | +16.0% |
| YTD | +44.9% | -14.6% | +59.5% | +45.6% |
| 1Y | +51.1% | -5.2% | +56.3% | +51.0% |
| All | +64.2% | -14.7% | +78.8% | +67.6% |
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 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