+6.1%
MA vs CAI
-11.0%
+17.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -3.3% |
| 30D | +0.8% | +2.7% | -1.9% | +0.6% |
| 3M | +14.8% | +41.7% | -26.9% | +11.8% |
| 6M | +10.0% | +26.5% | -16.5% | +7.5% |
| YTD | -0.1% | -10.9% | +10.8% | -0.7% |
| 1Y | -2.2% | -29.2% | +27.0% | -1.5% |
| All | +6.1% | -11.0% | +17.1% | +5.2% |
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