-83.2%
IRE vs CAI
-23.0%
-60.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.6% | -5.2% |
| 7D | +29.0% | -3.1% | +32.2% | +31.2% |
| 30D | +24.2% | +2.7% | +21.5% | +23.2% |
| 3M | -53.2% | +41.7% | -94.8% | -61.3% |
| 6M | -36.0% | +26.5% | -62.5% | -45.9% |
| YTD | -51.0% | -10.9% | -40.1% | -48.9% |
| All | -83.2% | -23.0% | -60.2% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling