+87.4%
DD vs CAI
-14.7%
+102.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.4% |
| 7D | +5.0% | -8.7% | +13.6% | +5.5% |
| 30D | +19.7% | -23.8% | +43.5% | +21.6% |
| 3M | +7.2% | +3.9% | +3.3% | +7.0% |
| 6M | +1.0% | +56.8% | -55.8% | -2.2% |
| YTD | +29.1% | -14.6% | +43.7% | +30.6% |
| 1Y | +28.5% | -5.2% | +33.7% | +28.7% |
| All | +87.4% | -14.7% | +102.1% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling