+26.1%
PAAS vs CAI
+12.6%
+13.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.1% | +7.2% | +8.2% |
| 7D | -1.1% | -6.3% | +5.2% | 0.0% |
| 30D | -8.5% | +9.3% | -17.8% | -10.1% |
| 3M | -7.3% | +106.3% | -113.6% | -19.0% |
| 6M | -18.3% | +77.7% | -96.0% | -27.7% |
| YTD | -19.2% | +23.1% | -42.3% | -25.3% |
| 1Y | +26.1% | +6.5% | +19.6% | +16.8% |
| All | +26.1% | +12.6% | +13.6% | +16.8% |
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