+115.3%
PSX vs CAI
-11.0%
+126.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | -5.1% | +6.6% | +1.2% |
| 30D | +15.8% | +3.9% | +11.9% | +16.2% |
| 3M | +43.0% | +40.1% | +2.9% | +46.4% |
| 6M | +61.1% | +29.7% | +31.4% | +64.9% |
| YTD | +104.5% | -10.9% | +115.4% | +103.8% |
| 1Y | +102.5% | -28.0% | +130.6% | +100.2% |
| All | +115.3% | -11.0% | +126.3% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling