+43.4%
PAAS vs CAI
-6.6%
+50.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.9% |
| 7D | +8.4% | -26.5% | +34.9% | +12.6% |
| 30D | -7.2% | -6.9% | -0.3% | -6.7% |
| 3M | -14.0% | +26.1% | -40.2% | -17.4% |
| 6M | -26.8% | +31.9% | -58.6% | -30.8% |
| YTD | -19.8% | -6.5% | -13.3% | -23.2% |
| 1Y | +22.8% | +2.5% | +20.3% | +17.3% |
| All | +43.4% | -6.6% | +50.0% | +39.3% |
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