+6.2%
PM vs CAI
-11.0%
+17.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.4% |
| 7D | -1.2% | -3.1% | +1.9% | -1.4% |
| 30D | -0.2% | +2.7% | -2.8% | +0.1% |
| 3M | +4.9% | +41.7% | -36.8% | +7.7% |
| 6M | +9.0% | +26.5% | -17.4% | +11.5% |
| YTD | +17.8% | -10.9% | +28.7% | +17.7% |
| 1Y | +16.8% | -29.2% | +46.0% | +15.5% |
| All | +6.2% | -11.0% | +17.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling