-5.7%
DT vs CAI
+12.6%
-18.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | -25.5% | -6.3% | -19.2% | -24.8% |
| 30D | -22.3% | +9.3% | -31.6% | -23.4% |
| 3M | +2.3% | +106.3% | -104.0% | -9.2% |
| 6M | +20.7% | +77.7% | -57.0% | +8.7% |
| YTD | +7.9% | +23.1% | -15.2% | +2.1% |
| 1Y | -5.7% | +6.5% | -12.3% | -8.4% |
| All | -5.7% | +12.6% | -18.3% | -8.4% |
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