-3.3%
PR vs CAI
+38.1%
-41.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -21.6% | +16.8% | -4.3% |
| 7D | -16.5% | -28.0% | +11.4% | -16.1% |
| 30D | -4.5% | -5.2% | +0.7% | -3.7% |
| 3M | +8.5% | +58.2% | -49.7% | +11.0% |
| 6M | -3.3% | +37.4% | -40.7% | -2.0% |
| All | -3.3% | +38.1% | -41.4% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling