+181.2%
PL vs CAI
-5.3%
+186.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.3% | +13.2% | +14.3% |
| 7D | +10.9% | -20.3% | +31.2% | +14.7% |
| 30D | -16.4% | -13.9% | -2.5% | -14.1% |
| 3M | -39.9% | +12.4% | -52.4% | -40.5% |
| 6M | -63.2% | +58.3% | -121.5% | -65.2% |
| YTD | -27.1% | -5.2% | -21.9% | -28.4% |
| 1Y | +12.2% | -0.2% | +12.3% | +9.5% |
| All | +181.2% | -5.3% | +186.5% | +175.2% |
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