-27.5%
MKC vs CAI
-11.0%
-16.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.8% | -5.1% | +2.2% | -2.9% |
| 30D | -3.4% | +3.9% | -7.3% | -3.4% |
| 3M | +3.8% | +40.1% | -36.3% | +3.9% |
| 6M | -17.9% | +29.7% | -47.6% | -17.9% |
| YTD | -23.6% | -10.9% | -12.7% | -22.5% |
| 1Y | -23.1% | -28.0% | +4.9% | -21.1% |
| All | -27.5% | -11.0% | -16.5% | -25.6% |
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