-12.7%
PSKY vs CAI
+98.1%
-110.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | N/A |
| 7D | -24.6% | +2.9% | -27.5% | N/A |
| 30D | -36.1% | +17.3% | -53.4% | N/A |
| All | -12.7% | +98.1% | -110.7% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling