+51.6%
CVX vs CAI
-11.0%
+62.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.7% |
| 7D | +1.0% | -3.1% | +4.1% | +0.8% |
| 30D | +10.7% | +2.7% | +8.0% | +10.9% |
| 3M | +15.5% | +41.7% | -26.2% | +18.7% |
| 6M | +14.9% | +26.5% | -11.6% | +17.9% |
| YTD | +44.2% | -10.9% | +55.1% | +45.3% |
| 1Y | +43.5% | -29.2% | +72.7% | +43.9% |
| All | +51.6% | -11.0% | +62.6% | +55.4% |
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