+5.6%
DLR vs CAI
-14.7%
+20.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.6% |
| 7D | +3.3% | -8.7% | +12.0% | +4.0% |
| 30D | +4.6% | -23.8% | +28.4% | +6.9% |
| 3M | -8.3% | +3.9% | -12.2% | -8.2% |
| 6M | -5.6% | +56.8% | -62.5% | -8.7% |
| YTD | +18.7% | -14.6% | +33.3% | +18.6% |
| 1Y | +17.1% | -5.2% | +22.3% | +16.3% |
| All | +5.6% | -14.7% | +20.2% | +4.3% |
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