+8.3%
DIS vs CAI
+12.6%
-4.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | +9.1% | -6.3% | +15.4% | +9.7% |
| 30D | +14.8% | +9.3% | +5.5% | +13.6% |
| 3M | +21.2% | +106.3% | -85.2% | +12.1% |
| 6M | +18.3% | +77.7% | -59.4% | +10.3% |
| YTD | +5.4% | +23.1% | -17.8% | -0.3% |
| 1Y | +8.3% | +6.5% | +1.7% | +3.3% |
| All | +8.3% | +12.6% | -4.3% | +3.3% |
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 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