+52.0%
PR vs CAI
-3.6%
+55.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -21.6% | +16.8% | -5.2% |
| 7D | -16.5% | -28.0% | +11.4% | -17.1% |
| 30D | -4.5% | -5.2% | +0.7% | -4.1% |
| 3M | +8.5% | +58.2% | -49.7% | +12.0% |
| 6M | -3.3% | +37.4% | -40.7% | -0.5% |
| YTD | +55.7% | -3.5% | +59.2% | +58.2% |
| 1Y | +82.0% | -10.9% | +92.9% | +84.2% |
| All | +52.0% | -3.6% | +55.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling