+104.3%
P vs CAI
-14.7%
+118.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.4% |
| 7D | +11.6% | -8.7% | +20.3% | +12.9% |
| 30D | -23.7% | -23.8% | +0.2% | -20.3% |
| 3M | -8.0% | +3.9% | -11.9% | -5.2% |
| 6M | +27.9% | +56.8% | -28.9% | +29.1% |
| YTD | +61.2% | -14.6% | +75.8% | +65.6% |
| 1Y | +28.6% | -5.2% | +33.8% | +31.7% |
| All | +104.3% | -14.7% | +118.9% | +112.9% |
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 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