+179.3%
PL vs CAI
-9.5%
+188.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | 0.0% |
| 7D | +5.6% | -25.6% | +31.3% | +10.4% |
| 30D | -16.9% | -17.7% | +0.8% | -14.1% |
| 3M | -38.2% | +4.4% | -42.6% | -38.1% |
| 6M | -63.4% | +51.3% | -114.7% | -65.2% |
| YTD | -27.6% | -9.5% | -18.2% | -28.4% |
| 1Y | +6.6% | -1.5% | +8.1% | +4.4% |
| All | +179.3% | -9.5% | +188.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling