+143.3%
DELL vs CAI
+12.6%
+130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -10.0% | -8.9% |
| 7D | -24.6% | -6.3% | -18.3% | -24.3% |
| 30D | -32.5% | +9.3% | -41.8% | -32.6% |
| 3M | -20.2% | +106.3% | -126.5% | -23.1% |
| 6M | +76.5% | +77.7% | -1.3% | +69.8% |
| YTD | +198.9% | +23.1% | +175.8% | +201.1% |
| 1Y | +143.3% | +6.5% | +136.8% | +148.4% |
| All | +143.3% | +12.6% | +130.8% | +148.4% |
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