+90.6%
GOOG vs CAI
-11.0%
+101.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.5% | -5.1% | +2.6% | -2.2% |
| 30D | -3.6% | +3.9% | -7.5% | -3.9% |
| 3M | -6.4% | +40.1% | -46.5% | -8.7% |
| 6M | +7.8% | +29.7% | -21.9% | +5.1% |
| YTD | +5.5% | -10.9% | +16.4% | +4.4% |
| 1Y | +38.3% | -28.0% | +66.3% | +37.8% |
| All | +90.6% | -11.0% | +101.5% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling