+26.3%
DIA vs CAI
-11.0%
+37.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.6% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -2.7% | +2.7% | -5.4% | -2.9% |
| 3M | +3.3% | +41.7% | -38.4% | +1.0% |
| 6M | +10.4% | +26.5% | -16.0% | +8.1% |
| YTD | +10.0% | -10.9% | +20.9% | +9.1% |
| 1Y | +16.2% | -29.2% | +45.4% | +16.1% |
| All | +26.3% | -11.0% | +37.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling