-20.7%
IP vs CAI
-6.6%
-14.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.2% |
| 7D | -5.1% | -26.5% | +21.4% | -2.2% |
| 30D | +8.5% | -6.9% | +15.4% | +9.2% |
| 3M | -13.8% | +26.1% | -40.0% | -15.8% |
| 6M | +5.7% | +31.9% | -26.1% | +1.9% |
| YTD | -9.1% | -6.5% | -2.6% | -10.8% |
| 1Y | -0.8% | +2.5% | -3.3% | -3.2% |
| All | -20.7% | -6.6% | -14.1% | -21.9% |
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 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