+8.9%
PH vs CAI
+47.3%
-38.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.4% |
| 7D | +7.4% | -8.0% | +15.3% | +8.1% |
| 30D | +0.5% | -18.9% | +19.3% | +2.0% |
| 3M | -10.2% | +7.6% | -17.9% | -11.7% |
| 6M | +8.9% | +43.0% | -34.0% | +1.8% |
| All | +8.9% | +47.3% | -38.4% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling