+100.6%
FIVE vs CAI
-11.0%
+111.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.4% | -2.5% |
| 7D | +1.7% | -3.1% | +4.8% | +1.9% |
| 30D | +5.0% | +2.7% | +2.3% | +4.7% |
| 3M | +29.5% | +41.7% | -12.2% | +25.6% |
| 6M | +12.4% | +26.5% | -14.1% | +9.6% |
| YTD | +31.2% | -10.9% | +42.1% | +30.2% |
| 1Y | +72.9% | -29.2% | +102.1% | +73.5% |
| All | +100.6% | -11.0% | +111.6% | +99.2% |
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