+319.1%
DELL vs CAI
-31.3%
+350.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +14.9% | -2.2% | +17.1% | +15.0% |
| 30D | +13.3% | +52.4% | -39.1% | +10.0% |
| 3M | +24.4% | +45.1% | -20.7% | +21.2% |
| 6M | +258.0% | +26.2% | +231.8% | +249.6% |
| YTD | +320.2% | -7.1% | +327.3% | +328.7% |
| 1Y | +319.1% | -31.0% | +350.1% | +397.7% |
| All | +319.1% | -31.3% | +350.3% | +397.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling