+135.9%
M vs CAI
-5.3%
+141.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +8.0% |
| 7D | +2.5% | -20.3% | +22.9% | +4.6% |
| 30D | +10.1% | -13.9% | +24.0% | +11.6% |
| 3M | -0.9% | +12.4% | -13.4% | -1.9% |
| 6M | +30.2% | +58.3% | -28.2% | +24.6% |
| YTD | +16.3% | -5.2% | +21.5% | +12.9% |
| 1Y | +27.0% | -0.2% | +27.1% | +23.3% |
| All | +135.9% | -5.3% | +141.2% | +130.7% |
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