-21.7%
FDS vs CAI
-9.5%
-12.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.1% |
| 7D | -2.0% | -25.6% | +23.6% | -0.3% |
| 30D | +13.5% | -17.7% | +31.3% | +14.4% |
| 3M | +15.2% | +4.4% | +10.8% | +13.5% |
| 6M | +47.0% | +51.3% | -4.2% | +40.7% |
| YTD | +13.9% | -9.5% | +23.3% | +11.1% |
| 1Y | +25.2% | -1.5% | +26.7% | +21.7% |
| All | -21.7% | -9.5% | -12.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling