+20.0%
MSCI vs CAI
-6.6%
+26.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | +2.8% | -26.5% | +29.3% | +4.1% |
| 30D | +15.4% | -6.9% | +22.3% | +15.7% |
| 3M | +13.4% | +26.1% | -12.7% | +12.2% |
| 6M | +10.9% | +31.9% | -21.0% | +8.9% |
| YTD | +13.0% | -6.5% | +19.5% | +11.4% |
| 1Y | +12.0% | +2.5% | +9.5% | +10.3% |
| All | +20.0% | -6.6% | +26.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling