+38.9%
GE vs CAI
-11.0%
+49.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.6% |
| 7D | -1.2% | -3.1% | +1.9% | -1.0% |
| 30D | -11.3% | +2.7% | -13.9% | -11.4% |
| 3M | -1.4% | +41.7% | -43.1% | -5.0% |
| 6M | +1.2% | +26.5% | -25.3% | -2.3% |
| YTD | +5.9% | -10.9% | +16.9% | +2.7% |
| 1Y | +18.4% | -29.2% | +47.6% | +15.0% |
| All | +38.9% | -11.0% | +49.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling