+21.6%
ES vs CAI
-14.7%
+36.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +0.8% |
| 7D | +2.7% | -8.7% | +11.4% | +2.8% |
| 30D | +7.6% | -23.8% | +31.4% | +7.6% |
| 3M | +0.5% | +3.9% | -3.4% | -0.4% |
| 6M | +7.6% | +56.8% | -49.2% | +4.9% |
| YTD | +10.2% | -14.6% | +24.8% | +9.2% |
| 1Y | +1.8% | -5.2% | +7.0% | +0.1% |
| All | +21.6% | -14.7% | +36.3% | +20.9% |
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