+55.8%
HPQ vs CAI
-9.9%
+65.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +8.4% |
| 7D | +9.8% | -2.9% | +12.7% | +9.8% |
| 30D | +22.4% | +9.3% | +13.0% | +22.2% |
| 3M | +45.2% | +35.2% | +9.9% | +45.2% |
| 6M | +96.4% | +30.7% | +65.7% | +95.5% |
| YTD | +65.4% | -9.8% | +75.2% | +69.6% |
| 1Y | +31.6% | -28.9% | +60.4% | +37.1% |
| All | +55.8% | -9.9% | +65.6% | +60.6% |
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