+70.6%
PBR vs CAI
-8.1%
+78.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +19.4% | +9.1% | +10.2% | +19.7% |
| 3M | +20.8% | +53.8% | -33.0% | +23.0% |
| 6M | +23.5% | +33.5% | -10.0% | +25.1% |
| YTD | +83.4% | -8.0% | +91.4% | +83.5% |
| 1Y | +77.6% | -28.7% | +106.3% | +75.7% |
| All | +70.6% | -8.1% | +78.7% | +69.9% |
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