+19.8%
ES vs CAI
-8.1%
+27.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -1.2% | +9.1% | -10.3% | -1.5% |
| 3M | +5.0% | +53.8% | -48.8% | +3.3% |
| 6M | -2.8% | +33.5% | -36.3% | -4.3% |
| YTD | +8.6% | -8.0% | +16.6% | +8.1% |
| 1Y | +18.9% | -28.7% | +47.6% | +19.4% |
| All | +19.8% | -8.1% | +27.9% | +19.7% |
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 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