-12.5%
IBM vs CAI
-11.0%
-1.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.6% |
| 7D | +3.6% | -3.1% | +6.7% | +3.7% |
| 30D | +1.5% | +2.7% | -1.2% | +1.3% |
| 3M | -12.9% | +41.7% | -54.6% | -14.8% |
| 6M | -3.9% | +26.5% | -30.4% | -5.9% |
| YTD | -17.3% | -10.9% | -6.4% | -20.6% |
| 1Y | -5.0% | -29.2% | +24.2% | -9.6% |
| All | -12.5% | -11.0% | -1.5% | -16.4% |
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