-14.3%
GME vs CAI
-31.3%
+16.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +7.2% | -2.2% | +9.4% | +7.3% |
| 30D | +0.8% | +52.4% | -51.6% | -0.4% |
| 3M | -14.0% | +45.1% | -59.0% | -14.8% |
| 6M | -19.7% | +26.2% | -46.0% | -20.3% |
| YTD | -4.6% | -7.1% | +2.5% | -3.1% |
| 1Y | -14.3% | -31.0% | +16.7% | -4.4% |
| All | -14.3% | -31.3% | +16.9% | -4.4% |
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 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