-47.7%
NOW vs CAI
-5.3%
-42.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | -3.1% | -20.3% | +17.3% | 0.0% |
| 30D | -27.0% | -13.9% | -13.1% | -25.8% |
| 3M | -17.7% | +12.4% | -30.2% | -20.2% |
| 6M | +12.7% | +58.3% | -45.6% | +3.3% |
| YTD | -32.9% | -5.2% | -27.7% | -36.0% |
| 1Y | -40.4% | -0.2% | -40.2% | -43.3% |
| All | -47.7% | -5.3% | -42.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling