-1.7%
IP vs CAI
-2.4%
+0.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.7% |
| 7D | -3.0% | -20.3% | +17.3% | -0.5% |
| 30D | +10.6% | -13.9% | +24.5% | +12.4% |
| 3M | -13.6% | +12.4% | -26.0% | -15.0% |
| 6M | +10.4% | +58.3% | -47.9% | +4.2% |
| YTD | -6.5% | -5.2% | -1.3% | -8.0% |
| All | -1.7% | -2.4% | +0.7% | -6.3% |
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 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