-97.1%
IRE vs CAI
-19.1%
-78.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -3.1% | +42.7% | +41.3% |
| 7D | -27.2% | -26.5% | -0.7% | -10.6% |
| 30D | -75.1% | -6.9% | -68.2% | -72.3% |
| 3M | -77.9% | +26.1% | -104.0% | -79.2% |
| 6M | -94.6% | +31.9% | -126.5% | -95.3% |
| YTD | -91.5% | -6.5% | -85.1% | -91.0% |
| 1Y | -97.8% | +2.5% | -100.3% | -97.8% |
| All | -97.1% | -19.1% | -78.0% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling