+54.8%
PR vs CAI
-9.5%
+64.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.9% |
| 7D | -9.5% | -25.6% | +16.1% | -9.9% |
| 30D | -5.7% | -17.7% | +12.1% | -5.7% |
| 3M | +3.0% | +4.4% | -1.4% | +4.0% |
| 6M | +11.8% | +51.3% | -39.5% | +15.7% |
| YTD | +58.5% | -9.5% | +67.9% | +60.8% |
| 1Y | +69.9% | -1.5% | +71.4% | +72.9% |
| All | +54.8% | -9.5% | +64.3% | +57.7% |
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