+0.7%
PL vs CAI
-15.9%
+16.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.1% | +13.5% | +10.9% |
| 7D | -6.8% | -26.5% | +19.7% | -2.2% |
| 30D | -29.3% | -6.9% | -22.4% | -27.8% |
| 3M | -44.8% | +26.1% | -70.9% | -46.1% |
| 6M | -68.4% | +31.9% | -100.3% | -70.0% |
| YTD | -36.4% | -6.5% | -29.9% | -38.5% |
| 1Y | +0.7% | +2.5% | -1.8% | -8.0% |
| All | +0.7% | -15.9% | +16.6% | -8.0% |
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