+18.1%
ES vs CAI
-9.5%
+27.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.2% |
| 7D | +0.9% | -25.6% | +26.5% | +1.0% |
| 30D | +5.9% | -17.7% | +23.7% | +5.9% |
| 3M | -1.0% | +4.4% | -5.4% | -1.8% |
| 6M | +7.2% | +51.3% | -44.1% | +4.7% |
| YTD | +7.0% | -9.5% | +16.4% | +5.9% |
| 1Y | +0.5% | -1.5% | +1.9% | -1.1% |
| All | +18.1% | -9.5% | +27.6% | +17.3% |
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 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