-47.9%
NOW vs CAI
-14.7%
-33.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.1% |
| 7D | +0.3% | -8.7% | +9.0% | +1.6% |
| 30D | -27.0% | -23.8% | -3.1% | -24.3% |
| 3M | -19.6% | +3.9% | -23.5% | -21.2% |
| 6M | +17.5% | +56.8% | -39.4% | +8.1% |
| YTD | -33.3% | -14.6% | -18.6% | -35.3% |
| 1Y | -39.8% | -5.2% | -34.6% | -42.0% |
| All | -47.9% | -14.7% | -33.3% | -50.4% |
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