-57.4%
MUZ vs CAI
+49.7%
-107.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.2% | -24.1% | -23.8% |
| 7D | -17.7% | -26.3% | +8.6% | -27.1% |
| 30D | +14.5% | -17.5% | +32.0% | +3.7% |
| 3M | -25.7% | +5.8% | -31.6% | -29.3% |
| All | -57.4% | +49.7% | -107.1% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling