+26.4%
P vs CAI
-31.3%
+57.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +6.5% | -2.2% | +8.7% | +6.6% |
| 30D | +18.8% | +52.4% | -33.6% | +16.2% |
| 3M | +26.7% | +45.1% | -18.3% | +24.0% |
| 6M | +62.2% | +26.2% | +35.9% | +60.3% |
| YTD | +48.5% | -7.1% | +55.6% | +47.0% |
| 1Y | +26.4% | -31.0% | +57.4% | +34.3% |
| All | +26.4% | -31.3% | +57.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling