+13.8%
FIX vs CAI
-6.7%
+20.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | -13.9% | -25.6% | +11.7% | -10.4% |
| 30D | -35.5% | -17.7% | -17.8% | -33.3% |
| 3M | -33.9% | +4.4% | -38.3% | -34.0% |
| 6M | -43.3% | +51.3% | -94.6% | -47.7% |
| YTD | +18.7% | -9.5% | +28.1% | +20.6% |
| 1Y | +13.8% | -1.5% | +15.3% | +10.0% |
| All | +13.8% | -6.7% | +20.5% | +10.0% |
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