+53.8%
NET vs CAI
-7.1%
+60.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -7.0% | -2.2% | -4.8% | -6.6% |
| 30D | -4.8% | +52.4% | -57.2% | -13.1% |
| 3M | +3.8% | +45.1% | -41.3% | -4.5% |
| 6M | +50.0% | +26.2% | +23.8% | +42.4% |
| YTD | +41.5% | -7.1% | +48.6% | +34.2% |
| 1Y | +32.8% | -31.0% | +63.9% | +23.3% |
| All | +53.8% | -7.1% | +60.9% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling