-32.2%
MOH vs CAI
-11.0%
-21.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | -1.3% | -5.1% | +3.8% | -1.3% |
| 30D | +3.0% | +3.9% | -0.9% | +2.9% |
| 3M | +1.2% | +40.1% | -38.9% | +0.9% |
| 6M | +41.7% | +29.7% | +12.1% | +40.8% |
| YTD | +15.4% | -10.9% | +26.3% | +16.4% |
| 1Y | +11.8% | -28.0% | +39.8% | +14.4% |
| All | -32.2% | -11.0% | -21.2% | -35.5% |
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