+126.9%
FIX vs CAI
-11.3%
+138.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | +17.0% | -8.0% | +25.0% | +18.1% |
| 30D | -30.6% | -18.9% | -11.7% | -28.5% |
| 3M | -35.0% | +7.6% | -42.7% | -35.3% |
| 6M | -44.0% | +43.0% | -86.9% | -46.7% |
| YTD | +21.1% | -11.2% | +32.3% | +20.1% |
| 1Y | +16.3% | -3.3% | +19.5% | +14.8% |
| All | +126.9% | -11.3% | +138.1% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling