-16.8%
FDS vs CAI
-31.3%
+14.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | +9.0% | +52.4% | -43.4% | +4.4% |
| 3M | +18.9% | +45.1% | -26.2% | +14.0% |
| 6M | +35.1% | +26.2% | +8.9% | +30.5% |
| YTD | +5.5% | -7.1% | +12.6% | +4.6% |
| 1Y | -16.8% | -31.0% | +14.2% | -12.6% |
| All | -16.8% | -31.3% | +14.4% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling