+7.7%
EXC vs CAI
-7.1%
+14.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.2% |
| 30D | -3.7% | +52.4% | -56.1% | -3.1% |
| 3M | -1.3% | +45.1% | -46.4% | -0.7% |
| 6M | -9.7% | +26.2% | -35.9% | -9.3% |
| YTD | +2.9% | -7.1% | +10.0% | +3.4% |
| 1Y | +4.4% | -31.0% | +35.4% | +4.7% |
| All | +7.7% | -7.1% | +14.9% | +8.7% |
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