+91.4%
GOOGL vs CAI
-11.0%
+102.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.7% |
| 30D | -7.5% | +2.7% | -10.1% | -7.7% |
| 3M | -9.2% | +41.7% | -50.9% | -11.5% |
| 6M | +8.1% | +26.5% | -18.4% | +5.5% |
| YTD | +5.8% | -10.9% | +16.8% | +4.8% |
| 1Y | +38.3% | -29.2% | +67.6% | +38.2% |
| All | +91.4% | -11.0% | +102.4% | +87.1% |
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 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