+51.8%
CVX vs CAI
-9.9%
+61.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.7% |
| 7D | +2.6% | -2.9% | +5.5% | +2.4% |
| 30D | +9.8% | +9.3% | +0.5% | +10.6% |
| 3M | +16.2% | +35.2% | -19.0% | +19.0% |
| 6M | +13.6% | +30.7% | -17.1% | +16.9% |
| YTD | +44.4% | -9.8% | +54.2% | +45.6% |
| 1Y | +40.6% | -28.9% | +69.4% | +41.1% |
| All | +51.8% | -9.9% | +61.7% | +55.7% |
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