-32.6%
MOD vs CAI
+12.6%
-45.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.1% | -22.6% | -21.5% |
| 7D | -31.3% | -6.3% | -25.0% | -30.9% |
| 30D | -46.1% | +9.3% | -55.4% | -46.4% |
| 3M | -51.1% | +106.3% | -157.5% | -54.5% |
| 6M | -62.1% | +77.7% | -139.8% | -64.2% |
| YTD | -26.2% | +23.1% | -49.3% | -33.4% |
| 1Y | -32.6% | +6.5% | -39.1% | -37.7% |
| All | -32.6% | +12.6% | -45.1% | -37.7% |
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