+27.3%
DIA vs CAI
-8.1%
+35.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -2.1% | +9.1% | -11.2% | -2.6% |
| 3M | +4.2% | +53.8% | -49.6% | +1.4% |
| 6M | +11.9% | +33.5% | -21.6% | +9.3% |
| YTD | +10.8% | -8.0% | +18.8% | +9.7% |
| 1Y | +17.5% | -28.7% | +46.2% | +17.4% |
| All | +27.3% | -8.1% | +35.4% | +26.1% |
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