+8.5%
PM vs CAI
-11.0%
+19.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +1.9% | -5.1% | +7.0% | +1.6% |
| 30D | +1.9% | +3.9% | -2.0% | +2.2% |
| 3M | +4.6% | +40.1% | -35.5% | +7.3% |
| 6M | +11.7% | +29.7% | -18.0% | +14.4% |
| YTD | +20.4% | -10.9% | +31.3% | +20.3% |
| 1Y | +19.0% | -28.0% | +47.0% | +17.8% |
| All | +8.5% | -11.0% | +19.5% | +8.3% |
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 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