+10.3%
O vs CAI
-14.7%
+25.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.8% |
| 7D | -0.4% | -8.7% | +8.3% | -0.5% |
| 30D | +7.1% | -23.8% | +31.0% | +6.8% |
| 3M | -5.2% | +3.9% | -9.1% | -5.2% |
| 6M | -1.8% | +56.8% | -58.6% | -1.5% |
| YTD | +9.1% | -14.6% | +23.7% | +8.6% |
| 1Y | +9.7% | -5.2% | +14.9% | +9.1% |
| All | +10.3% | -14.7% | +25.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling