+31.7%
CVS vs CAI
-27.6%
+59.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | -5.1% | +3.1% | -2.3% |
| 30D | +1.9% | +3.9% | -2.0% | +2.2% |
| 3M | -2.2% | +40.1% | -42.3% | -0.1% |
| 6M | +26.7% | +29.7% | -2.9% | +28.4% |
| YTD | +22.9% | -10.9% | +33.8% | +22.6% |
| All | +31.7% | -27.6% | +59.3% | +30.8% |
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 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