-15.4%
IBM vs CAI
-8.1%
-7.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | +9.1% | -10.6% | -2.0% |
| 3M | -16.8% | +53.8% | -70.5% | -19.1% |
| 6M | -9.0% | +33.5% | -42.5% | -11.1% |
| YTD | -20.1% | -8.0% | -12.0% | -23.3% |
| 1Y | -7.0% | -28.7% | +21.7% | -11.7% |
| All | -15.4% | -8.1% | -7.3% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling