+55.9%
DD vs CAI
-11.0%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.4% |
| 7D | -3.8% | -3.1% | -0.7% | -3.6% |
| 30D | -9.2% | +2.7% | -11.9% | -9.4% |
| 3M | -9.0% | +41.7% | -50.7% | -11.1% |
| 6M | -5.0% | +26.5% | -31.4% | -7.0% |
| YTD | +7.4% | -10.9% | +18.3% | +8.3% |
| 1Y | +35.1% | -29.2% | +64.3% | +38.8% |
| All | +55.9% | -11.0% | +66.9% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling