+34.1%
IWM vs CAI
-14.7%
+48.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.1% |
| 7D | +1.4% | -8.7% | +10.1% | +2.3% |
| 30D | +2.3% | -23.8% | +26.1% | +4.9% |
| 3M | -8.3% | +3.9% | -12.2% | -8.9% |
| 6M | -1.3% | +56.8% | -58.2% | -6.7% |
| YTD | +13.5% | -14.6% | +28.1% | +12.8% |
| 1Y | +18.4% | -5.2% | +23.6% | +16.5% |
| All | +34.1% | -14.7% | +48.8% | +33.1% |
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