+16.6%
IR vs CAI
+47.3%
-30.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +4.3% | -8.0% | +12.2% | +4.8% |
| 30D | +8.1% | -18.9% | +26.9% | +9.4% |
| 3M | +0.7% | +7.6% | -6.9% | +0.6% |
| 6M | +16.6% | +43.0% | -26.3% | +13.4% |
| All | +16.6% | +47.3% | -30.6% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling