+32.6%
MTUM vs CAI
-11.0%
+43.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.2% | -5.1% | +6.3% | +1.5% |
| 30D | -1.7% | +3.9% | -5.6% | -1.9% |
| 3M | -0.5% | +40.1% | -40.6% | -2.7% |
| 6M | +22.3% | +29.7% | -7.3% | +19.4% |
| YTD | +21.4% | -10.9% | +32.2% | +20.1% |
| 1Y | +20.0% | -28.0% | +48.0% | +18.9% |
| All | +32.6% | -11.0% | +43.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling