+10.4%
DOW vs CAI
-8.1%
+18.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +2.0% | +9.1% | -7.2% | +1.8% |
| 3M | -12.5% | +53.8% | -66.3% | -12.9% |
| 6M | -9.2% | +33.5% | -42.7% | -9.7% |
| YTD | +30.8% | -8.0% | +38.8% | +35.1% |
| 1Y | +29.4% | -28.7% | +58.1% | +39.3% |
| All | +10.4% | -8.1% | +18.5% | +13.9% |
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