+108.2%
P vs CAI
-11.3%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +3.6% |
| 7D | +17.8% | -8.0% | +25.8% | +19.0% |
| 30D | -29.9% | -18.9% | -11.0% | -27.2% |
| 3M | -1.2% | +7.6% | -8.8% | +1.4% |
| 6M | +32.1% | +43.0% | -10.8% | +34.0% |
| YTD | +64.3% | -11.2% | +75.5% | +68.1% |
| 1Y | +24.3% | -3.3% | +27.6% | +26.8% |
| All | +108.2% | -11.3% | +119.5% | +116.0% |
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