+25.2%
IVV vs CAI
-6.6%
+31.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | -2.7% | -26.5% | +23.8% | -1.0% |
| 30D | -5.4% | -6.9% | +1.5% | -4.8% |
| 3M | -4.1% | +26.1% | -30.2% | -5.1% |
| 6M | +0.7% | +31.9% | -31.2% | -1.1% |
| YTD | +8.7% | -6.5% | +15.2% | +7.8% |
| 1Y | +11.0% | +2.5% | +8.5% | +9.6% |
| All | +25.2% | -6.6% | +31.8% | +24.2% |
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 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