+14.5%
FIX vs CAI
-2.4%
+16.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +9.2% |
| 7D | -7.2% | -20.3% | +13.1% | -4.2% |
| 30D | -35.1% | -13.9% | -21.2% | -33.3% |
| 3M | -34.3% | +12.4% | -46.7% | -35.1% |
| 6M | -42.9% | +58.3% | -101.3% | -47.7% |
| YTD | +19.5% | -5.2% | +24.7% | +20.6% |
| All | +14.5% | -2.4% | +16.9% | +10.1% |
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