-49.3%
NOW vs CAI
-9.5%
-39.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.4% |
| 7D | -8.7% | -25.6% | +16.9% | -4.9% |
| 30D | -29.3% | -17.7% | -11.5% | -27.6% |
| 3M | -21.8% | +4.4% | -26.2% | -23.4% |
| 6M | +9.2% | +51.3% | -42.0% | +0.9% |
| YTD | -35.0% | -9.5% | -25.5% | -37.6% |
| 1Y | -42.5% | -1.5% | -41.0% | -45.0% |
| All | -49.3% | -9.5% | -39.8% | -52.1% |
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 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