-9.2%
IBM vs CAI
-14.7%
+5.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.3% |
| 7D | +1.6% | -8.7% | +10.2% | +2.2% |
| 30D | +9.2% | -23.8% | +33.0% | +11.0% |
| 3M | +4.9% | +3.9% | +1.1% | +4.7% |
| 6M | +16.8% | +56.8% | -40.1% | +13.3% |
| YTD | -14.3% | -14.6% | +0.3% | -17.4% |
| 1Y | -16.7% | -5.2% | -11.5% | -19.3% |
| All | -9.2% | -14.7% | +5.4% | -13.1% |
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 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