+78.9%
PAAS vs CAI
-7.1%
+86.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | +6.8% | +52.4% | -45.6% | +1.0% |
| 3M | -2.9% | +45.1% | -48.0% | -7.7% |
| 6M | -16.4% | +26.2% | -42.7% | -20.1% |
| YTD | 0.0% | -7.1% | +7.1% | -3.4% |
| 1Y | +54.3% | -31.0% | +85.4% | +47.5% |
| All | +78.9% | -7.1% | +86.0% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling