-31.7%
NOW vs CAI
-8.1%
-23.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.8% |
| 7D | -6.1% | +0.2% | -6.2% | -6.1% |
| 30D | +7.5% | +9.1% | -1.7% | +5.8% |
| 3M | +17.5% | +53.8% | -36.2% | +9.7% |
| 6M | +7.9% | +33.5% | -25.6% | +2.4% |
| YTD | -12.4% | -8.0% | -4.4% | -15.2% |
| 1Y | -28.6% | -28.7% | +0.1% | -30.8% |
| All | -31.7% | -8.1% | -23.6% | -34.9% |
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