+180.5%
PL vs CAI
-31.3%
+211.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.3% | -2.2% | -7.1% | -9.1% |
| 30D | -18.9% | +52.4% | -71.3% | -23.6% |
| 3M | -58.4% | +45.1% | -103.5% | -60.5% |
| 6M | -30.3% | +26.2% | -56.5% | -34.0% |
| YTD | -8.1% | -7.1% | -1.0% | -9.9% |
| 1Y | +180.5% | -31.0% | +211.5% | +226.2% |
| All | +180.5% | -31.3% | +211.8% | +226.2% |
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