+84.3%
PAAS vs CAI
-11.0%
+95.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.2% |
| 7D | +2.6% | -3.1% | +5.7% | +3.1% |
| 30D | +2.5% | +2.7% | -0.2% | +1.9% |
| 3M | +15.1% | +41.7% | -26.6% | +9.7% |
| 6M | -12.1% | +26.5% | -38.5% | -15.8% |
| YTD | +3.1% | -10.9% | +14.0% | +0.1% |
| 1Y | +50.8% | -29.2% | +80.1% | +45.7% |
| All | +84.3% | -11.0% | +95.3% | +81.7% |
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