+3.8%
MSCI vs CAI
-11.0%
+14.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | -1.2% | +2.7% | -3.9% | -1.3% |
| 3M | -8.4% | +41.7% | -50.1% | -10.1% |
| 6M | -1.0% | +26.5% | -27.5% | -2.8% |
| YTD | -2.3% | -10.9% | +8.7% | -3.4% |
| 1Y | -1.2% | -29.2% | +28.0% | -2.0% |
| All | +3.8% | -11.0% | +14.8% | +3.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling