+394.9%
DELL vs CAI
-9.9%
+404.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.7% | +11.9% |
| 7D | +8.2% | -2.9% | +11.1% | +8.4% |
| 30D | +17.1% | +9.3% | +7.7% | +16.7% |
| 3M | +45.2% | +35.2% | +9.9% | +42.8% |
| 6M | +286.8% | +30.7% | +256.1% | +275.6% |
| YTD | +354.8% | -9.8% | +364.6% | +358.8% |
| 1Y | +358.3% | -28.9% | +387.1% | +368.3% |
| All | +394.9% | -9.9% | +404.8% | +415.3% |
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