+41.3%
GRMN vs CAI
-8.1%
+49.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -11.3% | +9.1% | -20.5% | -12.3% |
| 3M | +17.7% | +53.8% | -36.1% | +11.6% |
| 6M | +14.2% | +33.5% | -19.4% | +9.2% |
| YTD | +37.0% | -8.0% | +45.0% | +35.5% |
| 1Y | +17.0% | -28.7% | +45.7% | +18.0% |
| All | +41.3% | -8.1% | +49.4% | +42.7% |
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