+365.8%
DELL vs CAI
-8.1%
+373.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +25.6% | +0.2% | +25.5% | +25.6% |
| 30D | +17.7% | +9.1% | +8.5% | +17.3% |
| 3M | +33.4% | +53.8% | -20.3% | +29.9% |
| 6M | +266.2% | +33.5% | +232.7% | +255.2% |
| YTD | +328.0% | -8.0% | +336.0% | +331.4% |
| 1Y | +339.6% | -28.7% | +368.3% | +349.0% |
| All | +365.8% | -8.1% | +373.8% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling