+248.5%
PL vs CAI
-8.1%
+256.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -25.6% | +9.1% | -34.7% | -26.5% |
| 3M | -45.6% | +53.8% | -99.4% | -48.9% |
| 6M | -29.5% | +33.5% | -63.1% | -33.9% |
| YTD | -9.7% | -8.0% | -1.7% | -11.5% |
| 1Y | +84.4% | -28.7% | +113.1% | +84.3% |
| All | +248.5% | -8.1% | +256.6% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling