-4.3%
HD vs CAI
-7.1%
+2.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -8.4% | +52.4% | -60.8% | -12.0% |
| 3M | +4.3% | +45.1% | -40.7% | +0.6% |
| 6M | -11.1% | +26.2% | -37.4% | -14.0% |
| YTD | -4.7% | -7.1% | +2.4% | -6.6% |
| 1Y | -19.8% | -31.0% | +11.2% | -20.7% |
| All | -4.3% | -7.1% | +2.8% | -4.7% |
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