+55.9%
CVX vs CAI
-14.7%
+70.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +1.4% |
| 7D | +3.4% | -8.7% | +12.1% | +3.0% |
| 30D | -1.0% | -23.8% | +22.9% | -2.0% |
| 3M | +12.2% | +3.9% | +8.3% | +13.6% |
| 6M | +20.3% | +56.8% | -36.5% | +25.8% |
| YTD | +48.3% | -14.6% | +62.9% | +50.4% |
| 1Y | +46.9% | -5.2% | +52.1% | +49.4% |
| All | +55.9% | -14.7% | +70.6% | +60.8% |
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 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