+55.0%
PR vs CAI
-6.6%
+61.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.9% |
| 7D | -16.4% | -26.5% | +10.1% | -16.8% |
| 30D | -1.9% | -6.9% | +5.0% | -1.5% |
| 3M | +8.0% | +26.1% | -18.2% | +10.1% |
| 6M | +4.1% | +31.9% | -27.8% | +7.0% |
| YTD | +58.7% | -6.5% | +65.2% | +61.1% |
| 1Y | +75.8% | +2.5% | +73.3% | +79.1% |
| All | +55.0% | -6.6% | +61.5% | +58.0% |
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