+24.1%
GWW vs CAI
-9.9%
+33.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | -3.4% | -2.9% | -0.4% | -3.2% |
| 30D | -1.9% | +9.3% | -11.3% | -2.4% |
| 3M | -2.4% | +35.2% | -37.6% | -3.9% |
| 6M | +15.7% | +30.7% | -15.0% | +13.6% |
| YTD | +27.6% | -9.8% | +37.4% | +26.6% |
| 1Y | +27.2% | -28.9% | +56.0% | +27.5% |
| All | +24.1% | -9.9% | +33.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling