+133.6%
M vs CAI
-14.7%
+148.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.4% | +1.9% |
| 7D | +7.0% | -8.7% | +15.7% | +7.9% |
| 30D | +8.9% | -23.8% | +32.8% | +11.6% |
| 3M | +4.5% | +3.9% | +0.6% | +4.2% |
| 6M | +36.2% | +56.8% | -20.6% | +31.0% |
| YTD | +15.1% | -14.6% | +29.7% | +12.9% |
| 1Y | +27.4% | -5.2% | +32.6% | +25.0% |
| All | +133.6% | -14.7% | +148.2% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling