+7.7%
IR vs CAI
-5.3%
+13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.3% | +4.6% |
| 7D | +5.0% | -20.3% | +25.4% | +7.1% |
| 30D | +10.3% | -13.9% | +24.2% | +11.6% |
| 3M | -0.1% | +12.4% | -12.5% | -1.9% |
| 6M | +14.8% | +58.3% | -43.6% | +7.5% |
| YTD | +9.7% | -5.2% | +15.0% | +6.5% |
| 1Y | +12.2% | -0.2% | +12.4% | +8.3% |
| All | +7.7% | -5.3% | +13.0% | +4.7% |
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