-2.8%
IP vs CAI
-6.7%
+3.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.6% |
| 7D | 0.0% | -25.6% | +25.7% | +3.5% |
| 30D | +9.4% | -17.7% | +27.1% | +11.7% |
| 3M | -14.1% | +4.4% | -18.5% | -14.7% |
| 6M | +9.2% | +51.3% | -42.1% | +3.6% |
| YTD | -7.5% | -9.5% | +1.9% | -8.5% |
| 1Y | -2.8% | -1.5% | -1.3% | -6.9% |
| All | -2.8% | -6.7% | +3.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling