-36.8%
FDS vs CAI
-11.0%
-25.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.9% | -5.8% |
| 7D | -16.0% | -5.1% | -10.9% | -15.7% |
| 30D | -6.7% | +3.9% | -10.6% | -7.2% |
| 3M | +6.0% | +40.1% | -34.1% | +3.2% |
| 6M | +25.1% | +29.7% | -4.6% | +21.7% |
| YTD | -8.1% | -10.9% | +2.8% | -9.4% |
| 1Y | -26.0% | -28.0% | +2.0% | -26.9% |
| All | -36.8% | -11.0% | -25.9% | -36.8% |
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