+18.1%
ES vs CAI
-11.0%
+29.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -1.0% | +2.7% | -3.7% | -1.2% |
| 3M | +1.5% | +41.7% | -40.2% | +0.1% |
| 6M | -3.5% | +26.5% | -30.0% | -4.9% |
| YTD | +7.0% | -10.9% | +17.9% | +6.5% |
| 1Y | +15.3% | -29.2% | +44.5% | +15.7% |
| All | +18.1% | -11.0% | +29.1% | +18.0% |
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