+123.7%
FIX vs CAI
-5.3%
+129.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +9.3% |
| 7D | -7.2% | -20.3% | +13.1% | -4.8% |
| 30D | -35.1% | -13.9% | -21.2% | -33.6% |
| 3M | -34.3% | +12.4% | -46.7% | -34.9% |
| 6M | -42.9% | +58.3% | -101.3% | -46.4% |
| YTD | +19.5% | -5.2% | +24.7% | +17.6% |
| 1Y | +16.8% | -0.2% | +16.9% | +14.6% |
| All | +123.7% | -5.3% | +129.0% | +119.7% |
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