+3.2%
MSCI vs CAI
-8.1%
+11.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -1.7% | +9.1% | -10.9% | -2.2% |
| 3M | -8.2% | +53.8% | -62.0% | -10.3% |
| 6M | -2.4% | +33.5% | -36.0% | -4.4% |
| YTD | -2.8% | -8.0% | +5.2% | -4.0% |
| 1Y | -2.7% | -28.7% | +26.0% | -3.6% |
| All | +3.2% | -8.1% | +11.3% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling