+30.7%
PAAS vs CAI
-14.7%
+45.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | 0.0% |
| 7D | -8.9% | -8.7% | -0.2% | -7.7% |
| 30D | -11.4% | -23.8% | +12.4% | -8.3% |
| 3M | -20.4% | +3.9% | -24.3% | -21.5% |
| 6M | -40.7% | +56.8% | -97.5% | -44.4% |
| YTD | -26.9% | -14.6% | -12.3% | -29.2% |
| 1Y | -3.1% | -5.2% | +2.1% | -6.1% |
| All | +30.7% | -14.7% | +45.3% | +28.6% |
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