-32.9%
FDS vs CAI
-11.0%
-21.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.2% |
| 7D | -8.8% | -3.1% | -5.7% | -8.6% |
| 30D | -1.4% | +2.7% | -4.1% | -1.8% |
| 3M | +13.9% | +41.7% | -27.8% | +10.8% |
| 6M | +27.4% | +26.5% | +0.9% | +24.2% |
| YTD | -2.5% | -10.9% | +8.5% | -3.8% |
| 1Y | -23.8% | -29.2% | +5.4% | -24.8% |
| All | -32.9% | -11.0% | -21.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling