-19.5%
DT vs CAI
-14.7%
-4.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.3% |
| 7D | +3.1% | -8.7% | +11.8% | +4.4% |
| 30D | -29.5% | -23.8% | -5.7% | -26.9% |
| 3M | -11.7% | +3.9% | -15.6% | -12.3% |
| 6M | +29.0% | +56.8% | -27.8% | +20.3% |
| YTD | +3.4% | -14.6% | +18.0% | +2.5% |
| 1Y | -4.2% | -5.2% | +1.0% | -6.1% |
| All | -19.5% | -14.7% | -4.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling