+37.4%
GILD vs CAI
-31.3%
+68.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +3.7% | -2.2% | +5.8% | +3.7% |
| 30D | +14.6% | +52.4% | -37.8% | +13.5% |
| 3M | +17.7% | +45.1% | -27.4% | +16.6% |
| 6M | +3.1% | +26.2% | -23.1% | +2.1% |
| YTD | +24.5% | -7.1% | +31.6% | +22.4% |
| 1Y | +37.4% | -31.0% | +68.4% | +35.1% |
| All | +37.4% | -31.3% | +68.6% | +35.1% |
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