-5.4%
IR vs CAI
-7.1%
+1.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -15.1% | +52.4% | -67.5% | -19.3% |
| 3M | +6.1% | +45.1% | -39.0% | +1.2% |
| 6M | -16.8% | +26.2% | -43.0% | -20.1% |
| YTD | -3.5% | -7.1% | +3.5% | -5.8% |
| 1Y | -3.5% | -31.0% | +27.5% | -3.1% |
| All | -5.4% | -7.1% | +1.8% | -7.4% |
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 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