-51.9%
IT vs CAI
-14.7%
-37.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | +1.1% | -8.7% | +9.8% | +1.7% |
| 30D | -1.8% | -23.8% | +22.0% | -0.2% |
| 3M | +4.8% | +3.9% | +1.0% | +3.7% |
| 6M | +33.0% | +56.8% | -23.8% | +27.1% |
| YTD | -23.8% | -14.6% | -9.2% | -24.4% |
| 1Y | -16.5% | -5.2% | -11.3% | -17.4% |
| All | -51.9% | -14.7% | -37.2% | -52.2% |
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