-0.4%
PL vs CAI
+12.6%
-13.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.5% |
| 7D | -11.7% | -6.3% | -5.4% | -10.9% |
| 30D | -27.1% | +9.3% | -36.4% | -28.0% |
| 3M | -44.6% | +106.3% | -150.9% | -50.4% |
| 6M | -67.2% | +77.7% | -144.9% | -70.5% |
| YTD | -35.9% | +23.1% | -59.0% | -39.1% |
| 1Y | -0.4% | +6.5% | -6.9% | -2.2% |
| All | -0.4% | +12.6% | -13.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling