-68.4%
PL vs CAI
+31.2%
-99.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.1% | +13.5% | +10.8% |
| 7D | -6.8% | -26.5% | +19.7% | -2.5% |
| 30D | -29.3% | -6.9% | -22.4% | -27.4% |
| 3M | -44.8% | +26.1% | -70.9% | -44.9% |
| 6M | -68.4% | +31.9% | -100.3% | -69.2% |
| All | -68.4% | +31.2% | -99.6% | -69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling