+9.0%
NI vs CAI
-9.9%
+18.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | 0.0% |
| 7D | 0.0% | -2.9% | +3.0% | +0.1% |
| 30D | -1.4% | +9.3% | -10.7% | -1.6% |
| 3M | -10.6% | +35.2% | -45.8% | -11.4% |
| 6M | -9.3% | +30.7% | -40.0% | -10.3% |
| YTD | +1.1% | -9.8% | +10.9% | +1.3% |
| 1Y | +3.4% | -28.9% | +32.2% | +4.5% |
| All | +9.0% | -9.9% | +18.8% | +9.1% |
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