+119.0%
PSX vs CAI
-11.3%
+130.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | +6.4% | -8.0% | +14.4% | +6.1% |
| 30D | -10.2% | -18.9% | +8.7% | -10.6% |
| 3M | +17.2% | +7.6% | +9.5% | +18.9% |
| 6M | +51.8% | +43.0% | +8.8% | +57.4% |
| YTD | +108.0% | -11.2% | +119.2% | +109.2% |
| 1Y | +96.1% | -3.3% | +99.4% | +98.5% |
| All | +119.0% | -11.3% | +130.3% | +125.1% |
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