+17.1%
DLR vs CAI
-6.2%
+23.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.6% |
| 7D | +3.3% | -8.7% | +12.0% | +4.1% |
| 30D | +4.6% | -23.8% | +28.4% | +7.1% |
| 3M | -8.3% | +3.9% | -12.2% | -7.9% |
| 6M | -5.6% | +56.8% | -62.5% | -8.9% |
| YTD | +18.7% | -14.6% | +33.3% | +18.9% |
| 1Y | +17.1% | -5.2% | +22.3% | +15.0% |
| All | +17.1% | -6.2% | +23.3% | +15.0% |
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