+65.1%
FIVE vs CAI
-31.3%
+96.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +4.3% | -2.2% | +6.4% | +4.5% |
| 30D | +12.5% | +52.4% | -39.9% | +7.9% |
| 3M | +31.2% | +45.1% | -13.8% | +26.2% |
| 6M | +14.4% | +26.2% | -11.9% | +11.1% |
| YTD | +33.9% | -7.1% | +41.0% | +32.9% |
| 1Y | +65.1% | -31.0% | +96.1% | +70.1% |
| All | +65.1% | -31.3% | +96.3% | +70.1% |
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