+43.1%
MOD vs CAI
-31.3%
+74.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +9.6% | -2.2% | +11.8% | +9.8% |
| 30D | 0.0% | +52.4% | -52.4% | -5.2% |
| 3M | -35.4% | +45.1% | -80.5% | -38.4% |
| 6M | -7.3% | +26.2% | -33.5% | -11.2% |
| YTD | +45.8% | -7.1% | +52.9% | +39.4% |
| 1Y | +43.1% | -31.0% | +74.2% | +48.2% |
| All | +43.1% | -31.3% | +74.4% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling