+79.2%
PR vs CAI
-6.2%
+85.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.2% |
| 7D | +6.0% | -8.7% | +14.7% | +5.9% |
| 30D | -4.2% | -23.8% | +19.6% | -4.1% |
| 3M | +10.0% | +3.9% | +6.1% | +11.6% |
| 6M | +15.6% | +56.8% | -41.2% | +21.2% |
| YTD | +68.2% | -14.6% | +82.8% | +70.1% |
| 1Y | +79.2% | -5.2% | +84.4% | +77.7% |
| All | +79.2% | -6.2% | +85.4% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling