-3.4%
LOW vs CAI
-11.0%
+7.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | -9.3% | +2.7% | -12.0% | -9.6% |
| 3M | -8.1% | +41.7% | -49.8% | -11.2% |
| 6M | -19.8% | +26.5% | -46.2% | -22.2% |
| YTD | -16.4% | -10.9% | -5.4% | -17.6% |
| 1Y | -24.7% | -29.2% | +4.6% | -24.9% |
| All | -3.4% | -11.0% | +7.6% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling