+18.9%
NET vs CAI
+81.1%
-62.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -16.4% | -6.3% | -10.1% | -14.7% |
| 30D | -25.8% | +9.3% | -35.2% | -27.6% |
| 3M | -11.5% | +106.3% | -117.9% | -29.4% |
| 6M | +18.9% | +77.7% | -58.8% | +3.0% |
| All | +18.9% | +81.1% | -62.2% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling