+93.5%
GOOG vs CAI
-9.9%
+103.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.5% |
| 7D | 0.0% | -2.9% | +3.0% | +0.2% |
| 30D | -2.0% | +9.3% | -11.3% | -2.6% |
| 3M | -5.9% | +35.2% | -41.1% | -7.9% |
| 6M | +8.9% | +30.7% | -21.8% | +6.1% |
| YTD | +7.1% | -9.8% | +16.9% | +5.9% |
| 1Y | +39.7% | -28.9% | +68.5% | +39.3% |
| All | +93.5% | -9.9% | +103.3% | +88.8% |
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