-24.3%
MKTX vs CAI
-11.0%
-13.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.1% |
| 7D | +0.3% | -3.1% | +3.4% | +0.4% |
| 30D | +1.0% | +2.7% | -1.7% | +0.8% |
| 3M | +40.8% | +41.7% | -0.9% | +38.0% |
| 6M | -10.9% | +26.5% | -37.4% | -12.3% |
| YTD | -8.6% | -10.9% | +2.3% | -9.4% |
| 1Y | -11.6% | -29.2% | +17.7% | -10.9% |
| All | -24.3% | -11.0% | -13.3% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling