-27.2%
MKC vs CAI
-9.9%
-17.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -1.5% | -2.9% | +1.5% | -1.5% |
| 30D | -3.1% | +9.3% | -12.5% | -3.2% |
| 3M | +5.2% | +35.2% | -30.0% | +5.3% |
| 6M | -12.8% | +30.7% | -43.5% | -12.8% |
| YTD | -23.3% | -9.8% | -13.5% | -22.2% |
| 1Y | -24.1% | -28.9% | +4.7% | -22.0% |
| All | -27.2% | -9.9% | -17.3% | -25.2% |
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