-6.7%
DT vs CAI
-7.1%
+0.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | +2.0% | +52.4% | -50.4% | -3.7% |
| 3M | +20.0% | +45.1% | -25.1% | +13.9% |
| 6M | +39.3% | +26.2% | +13.1% | +33.2% |
| YTD | +19.8% | -7.1% | +26.8% | +17.6% |
| 1Y | +4.3% | -31.0% | +35.3% | +5.0% |
| All | -6.7% | -7.1% | +0.4% | -9.7% |
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