+49.8%
HOOD vs CAI
-8.1%
+57.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | +25.8% | +9.1% | +16.6% | +22.8% |
| 3M | +38.0% | +53.8% | -15.8% | +19.2% |
| 6M | +52.2% | +33.5% | +18.7% | +35.8% |
| YTD | +3.7% | -8.0% | +11.8% | +0.3% |
| 1Y | +0.1% | -28.7% | +28.7% | +0.4% |
| All | +49.8% | -8.1% | +57.8% | +43.1% |
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