-8.2%
DT vs CAI
-9.9%
+1.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +3.0% | +9.3% | -6.3% | +1.8% |
| 3M | +26.5% | +35.2% | -8.7% | +21.2% |
| 6M | +35.9% | +30.7% | +5.2% | +29.5% |
| YTD | +17.8% | -9.8% | +27.6% | +16.1% |
| 1Y | +4.1% | -28.9% | +32.9% | +4.5% |
| All | -8.2% | -9.9% | +1.6% | -10.8% |
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