+20.3%
CVX vs CAI
+43.5%
-23.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.5% | +1.5% |
| 7D | +3.4% | -8.7% | +12.1% | +3.2% |
| 30D | -1.0% | -23.8% | +22.9% | -1.3% |
| 3M | +12.2% | +3.9% | +8.3% | +14.4% |
| 6M | +20.3% | +56.8% | -36.5% | +27.9% |
| All | +20.3% | +43.5% | -23.2% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling