-14.3%
HRB vs CAI
-11.0%
-3.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -12.2% | -5.1% | -7.1% | -12.1% |
| 30D | -3.0% | +3.9% | -6.8% | -3.1% |
| 3M | +21.7% | +40.1% | -18.4% | +20.5% |
| 6M | +52.3% | +29.7% | +22.7% | +50.7% |
| YTD | +6.5% | -10.9% | +17.4% | +5.1% |
| 1Y | -6.7% | -28.0% | +21.3% | -8.3% |
| All | -14.3% | -11.0% | -3.3% | -15.0% |
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