+21.3%
HPQ vs CAI
+12.6%
+8.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.9% |
| 7D | -7.8% | -6.3% | -1.5% | -7.9% |
| 30D | -4.9% | +9.3% | -14.2% | -4.3% |
| 3M | +4.9% | +106.3% | -101.5% | +7.7% |
| 6M | +47.1% | +77.7% | -30.7% | +50.2% |
| YTD | +39.5% | +23.1% | +16.4% | +45.1% |
| 1Y | +21.3% | +6.5% | +14.7% | +27.9% |
| All | +21.3% | +12.6% | +8.7% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling