-14.4%
IP vs CAI
-7.1%
-7.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -5.3% | -2.2% | -3.1% | -5.1% |
| 30D | -10.9% | +52.4% | -63.3% | -14.3% |
| 3M | +11.2% | +45.1% | -33.9% | +7.3% |
| 6M | -10.2% | +26.2% | -36.5% | -13.2% |
| YTD | -2.0% | -7.1% | +5.1% | -3.6% |
| 1Y | -19.1% | -31.0% | +11.9% | -18.9% |
| All | -14.4% | -7.1% | -7.3% | -15.6% |
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