+33.5%
D vs CAI
-6.6%
+40.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.5% |
| 7D | +3.0% | -26.5% | +29.5% | +2.8% |
| 30D | +11.5% | -6.9% | +18.4% | +11.3% |
| 3M | +3.7% | +26.1% | -22.4% | +3.3% |
| 6M | +13.5% | +31.9% | -18.3% | +12.7% |
| YTD | +20.7% | -6.5% | +27.2% | +19.5% |
| 1Y | +18.2% | +2.5% | +15.7% | +16.9% |
| All | +33.5% | -6.6% | +40.1% | +32.9% |
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