+7.3%
NDAQ vs CAI
-9.9%
+17.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -5.6% | -2.9% | -2.6% | -5.4% |
| 30D | -4.4% | +9.3% | -13.7% | -5.0% |
| 3M | +5.9% | +35.2% | -29.4% | +3.3% |
| 6M | +7.7% | +30.7% | -23.0% | +4.7% |
| YTD | -5.2% | -9.8% | +4.6% | -6.3% |
| 1Y | -3.4% | -28.9% | +25.5% | -4.1% |
| All | +7.3% | -9.9% | +17.1% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling