-98.0%
IRE vs CAI
-26.2%
-71.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.8% | -10.5% | -12.2% |
| 7D | -31.8% | -8.7% | -23.2% | -27.6% |
| 30D | -71.8% | -23.8% | -47.9% | -64.7% |
| 3M | -88.9% | +3.9% | -92.8% | -88.3% |
| 6M | -95.4% | +56.8% | -152.2% | -96.3% |
| YTD | -94.2% | -14.6% | -79.6% | -93.5% |
| 1Y | -97.1% | -5.2% | -91.9% | -96.9% |
| All | -98.0% | -26.2% | -71.9% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling