-20.4%
IP vs CAI
-9.3%
-11.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -2.8% | -26.3% | +23.5% | +0.2% |
| 30D | +9.2% | -17.5% | +26.7% | +11.2% |
| 3M | -16.1% | +5.8% | -22.0% | -16.7% |
| 6M | +9.6% | +53.6% | -44.1% | +4.9% |
| YTD | -8.8% | -9.2% | +0.5% | -10.2% |
| 1Y | -5.5% | -2.7% | -2.9% | -7.4% |
| All | -20.4% | -9.3% | -11.1% | -21.4% |
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