-97.7%
IRE vs CAI
-23.2%
-74.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.2% | -11.3% | -12.3% |
| 7D | +11.1% | -8.0% | +19.1% | +16.4% |
| 30D | -75.2% | -18.9% | -56.3% | -70.1% |
| 3M | -86.4% | +7.6% | -94.0% | -86.0% |
| 6M | -94.8% | +43.0% | -137.8% | -95.6% |
| YTD | -93.3% | -11.2% | -82.1% | -92.6% |
| 1Y | -97.5% | -3.3% | -94.2% | -97.4% |
| All | -97.7% | -23.2% | -74.5% | -97.3% |
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