+117.2%
PSX vs CAI
-11.0%
+128.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.4% |
| 7D | +1.8% | -3.1% | +4.9% | +1.6% |
| 30D | +21.6% | +2.7% | +19.0% | +22.0% |
| 3M | +46.5% | +41.7% | +4.8% | +50.1% |
| 6M | +62.0% | +26.5% | +35.5% | +65.6% |
| YTD | +106.3% | -10.9% | +117.3% | +105.6% |
| 1Y | +103.0% | -29.2% | +132.2% | +100.5% |
| All | +117.2% | -11.0% | +128.2% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling