+120.7%
PSX vs CAI
-14.7%
+135.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.6% |
| 7D | +7.8% | -8.7% | +16.5% | +7.5% |
| 30D | -10.9% | -23.8% | +13.0% | -11.5% |
| 3M | +14.5% | +3.9% | +10.6% | +16.0% |
| 6M | +56.1% | +56.8% | -0.7% | +63.1% |
| YTD | +109.6% | -14.6% | +124.2% | +110.5% |
| 1Y | +95.5% | -5.2% | +100.7% | +97.8% |
| All | +120.7% | -14.7% | +135.3% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling