+17.3%
CTVA vs CAI
-8.1%
+25.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | +12.0% | +9.1% | +2.9% | +12.2% |
| 3M | +13.5% | +53.8% | -40.3% | +14.4% |
| 6M | +12.1% | +33.5% | -21.4% | +12.8% |
| YTD | +29.0% | -8.0% | +37.0% | +30.0% |
| 1Y | +18.9% | -28.7% | +47.6% | +20.0% |
| All | +17.3% | -8.1% | +25.3% | +17.8% |
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 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