-13.0%
GME vs CAI
-11.0%
-2.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.0% | -5.1% | +11.1% | +6.2% |
| 30D | +8.3% | +3.9% | +4.5% | +8.1% |
| 3M | -9.1% | +40.1% | -49.1% | -10.1% |
| 6M | -16.3% | +29.7% | -46.0% | -17.4% |
| YTD | +1.5% | -10.9% | +12.4% | +2.5% |
| 1Y | -16.3% | -28.0% | +11.7% | -14.7% |
| All | -13.0% | -11.0% | -2.0% | -14.4% |
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