+48.7%
F vs CAI
-7.1%
+55.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.5% |
| 7D | +5.3% | -2.2% | +7.5% | +5.4% |
| 30D | +4.6% | +52.4% | -47.8% | +3.9% |
| 3M | -3.7% | +45.1% | -48.7% | -4.2% |
| 6M | +16.8% | +26.2% | -9.4% | +16.5% |
| YTD | +15.3% | -7.1% | +22.4% | +15.3% |
| 1Y | +31.0% | -31.0% | +62.0% | +30.3% |
| All | +48.7% | -7.1% | +55.8% | +52.5% |
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