+102.0%
CVE vs CAI
-14.7%
+116.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.6% |
| 7D | +5.9% | -8.7% | +14.6% | +5.8% |
| 30D | -10.9% | -23.8% | +13.0% | -10.9% |
| 3M | -4.5% | +3.9% | -8.4% | -3.9% |
| 6M | -1.0% | +56.8% | -57.8% | +0.6% |
| YTD | +74.7% | -14.6% | +89.3% | +76.3% |
| 1Y | +65.8% | -5.2% | +71.0% | +67.3% |
| All | +102.0% | -14.7% | +116.6% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling