+47.7%
CVS vs CAI
-9.9%
+57.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.6% |
| 7D | -2.2% | -2.9% | +0.8% | -2.2% |
| 30D | -0.1% | +9.3% | -9.4% | +0.2% |
| 3M | -5.2% | +35.2% | -40.4% | -4.3% |
| 6M | +26.9% | +30.7% | -3.8% | +27.4% |
| YTD | +22.1% | -9.8% | +31.9% | +23.4% |
| 1Y | +30.8% | -28.9% | +59.6% | +34.1% |
| All | +47.7% | -9.9% | +57.6% | +45.9% |
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 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