+59.0%
PR vs CAI
-9.3%
+68.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.8% |
| 7D | -0.5% | -26.3% | +25.8% | -0.9% |
| 30D | -4.6% | -17.5% | +12.9% | -4.6% |
| 3M | +4.7% | +5.8% | -1.1% | +5.8% |
| 6M | +12.4% | +53.6% | -41.2% | +16.4% |
| YTD | +62.9% | -9.2% | +72.1% | +65.3% |
| 1Y | +70.6% | -2.7% | +73.2% | +73.5% |
| All | +59.0% | -9.3% | +68.3% | +62.1% |
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 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