-6.6%
PEG vs CAI
-8.1%
+1.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | -1.9% | +9.1% | -11.0% | -2.0% |
| 3M | -3.7% | +53.8% | -57.5% | -4.3% |
| 6M | -9.4% | +33.5% | -42.9% | -10.0% |
| YTD | -6.0% | -8.0% | +2.0% | -6.7% |
| 1Y | -4.4% | -28.7% | +24.3% | -5.1% |
| All | -6.6% | -8.1% | +1.5% | -7.3% |
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