+110.5%
M vs CAI
-8.1%
+118.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -11.6% | +9.1% | -20.8% | -12.3% |
| 3M | +1.6% | +53.8% | -52.2% | -2.4% |
| 6M | +25.2% | +33.5% | -8.3% | +20.5% |
| YTD | +3.8% | -8.0% | +11.8% | +0.9% |
| 1Y | +36.3% | -28.7% | +65.0% | +32.7% |
| All | +110.5% | -8.1% | +118.6% | +106.1% |
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