-3.1%
PAAS vs CAI
-6.2%
+3.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.2% |
| 7D | -8.9% | -8.7% | -0.2% | -7.3% |
| 30D | -11.4% | -23.8% | +12.4% | -7.3% |
| 3M | -20.4% | +3.9% | -24.3% | -22.5% |
| 6M | -40.7% | +56.8% | -97.5% | -46.9% |
| YTD | -26.9% | -14.6% | -12.3% | -27.4% |
| 1Y | -3.1% | -5.2% | +2.1% | +1.7% |
| All | -3.1% | -6.2% | +3.1% | +1.7% |
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 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