+57.5%
CVE vs CAI
-6.7%
+64.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.2% |
| 7D | -10.0% | -25.6% | +15.6% | -10.3% |
| 30D | -11.9% | -17.7% | +5.9% | -11.8% |
| 3M | -5.9% | +4.4% | -10.3% | -5.1% |
| 6M | -1.6% | +51.3% | -52.8% | +0.6% |
| YTD | +66.3% | -9.5% | +75.7% | +67.9% |
| 1Y | +57.5% | -1.5% | +59.0% | +54.9% |
| All | +57.5% | -6.7% | +64.2% | +54.9% |
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