+62.2%
PR vs CAI
-11.3%
+73.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.0% |
| 7D | +6.7% | -8.0% | +14.7% | +6.6% |
| 30D | -6.1% | -18.9% | +12.7% | -6.1% |
| 3M | +6.9% | +7.6% | -0.8% | +8.1% |
| 6M | +14.6% | +43.0% | -28.4% | +18.3% |
| YTD | +66.1% | -11.2% | +77.3% | +68.6% |
| 1Y | +77.0% | -3.3% | +80.3% | +80.1% |
| All | +62.2% | -11.3% | +73.5% | +65.3% |
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 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