+11.7%
PL vs CAI
-5.1%
+16.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | +22.3% | -8.0% | +30.2% | +23.9% |
| 30D | -8.3% | -18.9% | +10.6% | -4.5% |
| 3M | -43.3% | +7.6% | -50.9% | -43.2% |
| 6M | -65.8% | +43.0% | -108.8% | -67.4% |
| YTD | -29.5% | -11.2% | -18.3% | -30.7% |
| 1Y | +11.7% | -3.3% | +15.0% | +12.3% |
| All | +11.7% | -5.1% | +16.9% | +12.3% |
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