-26.3%
LOW vs CAI
-26.7%
+0.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -3.7% | -2.9% | -0.8% | -3.5% |
| 30D | -8.9% | +9.3% | -18.2% | -9.8% |
| 3M | -10.4% | +35.2% | -45.6% | -13.3% |
| 6M | -19.4% | +30.7% | -50.1% | -22.3% |
| YTD | -17.1% | -9.8% | -7.3% | -18.8% |
| 1Y | -26.3% | -28.9% | +2.6% | -27.8% |
| All | -26.3% | -26.7% | +0.5% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling