+3.9%
MSFT vs CAI
-8.1%
+11.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -1.0% | +9.1% | -10.2% | -1.9% |
| 3M | +20.2% | +53.8% | -33.6% | +14.9% |
| 6M | +21.3% | +33.5% | -12.2% | +16.7% |
| YTD | +2.8% | -8.0% | +10.8% | +0.7% |
| 1Y | 0.0% | -28.7% | +28.7% | -1.6% |
| All | +3.9% | -8.1% | +11.9% | +2.6% |
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