-21.3%
IP vs CAI
-3.6%
-17.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -21.6% | +17.7% | -1.7% |
| 7D | -5.0% | -28.0% | +23.0% | -1.9% |
| 30D | +6.5% | -5.2% | +11.7% | +6.9% |
| 3M | -18.0% | +58.2% | -76.3% | -21.6% |
| 6M | +10.3% | +37.4% | -27.0% | +5.9% |
| YTD | -9.9% | -3.5% | -6.4% | -11.9% |
| 1Y | -1.1% | -10.9% | +9.8% | -3.1% |
| All | -21.3% | -3.6% | -17.7% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling