-20.9%
IP vs CAI
-14.7%
-6.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.3% | +1.9% |
| 7D | -0.3% | -8.7% | +8.4% | +0.7% |
| 30D | +7.9% | -23.8% | +31.8% | +10.8% |
| 3M | -15.3% | +3.9% | -19.2% | -15.7% |
| 6M | +10.5% | +56.8% | -46.3% | +5.8% |
| YTD | -9.4% | -14.6% | +5.2% | -10.2% |
| 1Y | -4.6% | -5.2% | +0.6% | -6.1% |
| All | -20.9% | -14.7% | -6.2% | -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 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