+10.2%
MSFT vs CAI
-14.7%
+24.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.6% |
| 7D | -1.3% | -8.7% | +7.4% | -0.4% |
| 30D | -1.8% | -23.8% | +22.0% | +0.7% |
| 3M | +5.6% | +3.9% | +1.8% | +5.0% |
| 6M | +29.8% | +56.8% | -27.0% | +23.8% |
| YTD | +9.0% | -14.6% | +23.6% | +7.4% |
| 1Y | +4.9% | -5.2% | +10.1% | +3.2% |
| All | +10.2% | -14.7% | +24.8% | +9.4% |
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