+95.5%
PSX vs CAI
-6.2%
+101.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.3% |
| 3M | +14.5% | +3.9% | +10.6% | +16.3% |
| 6M | +56.1% | +56.8% | -0.7% | +63.3% |
| YTD | +109.6% | -14.6% | +124.2% | +108.8% |
| 1Y | +95.5% | -5.2% | +100.7% | +94.8% |
| All | +95.5% | -6.2% | +101.7% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling