+44.6%
HOOD vs CAI
-11.0%
+55.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | -5.1% | -4.1% | -7.5% |
| 30D | +20.1% | +3.9% | +16.2% | +19.1% |
| 3M | +31.2% | +40.1% | -8.9% | +17.2% |
| 6M | +44.3% | +29.7% | +14.6% | +30.0% |
| YTD | +0.2% | -10.9% | +11.1% | -2.1% |
| 1Y | -3.5% | -28.0% | +24.5% | -2.8% |
| All | +44.6% | -11.0% | +55.6% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling