+18.0%
Q vs CAI
+12.6%
+5.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -3.3% | -6.3% | +3.0% | -2.1% |
| 30D | -9.7% | +9.3% | -19.0% | -11.1% |
| 3M | -16.1% | +106.3% | -122.4% | -29.5% |
| 6M | -15.7% | +77.7% | -93.4% | -27.6% |
| YTD | +45.7% | +23.1% | +22.6% | +37.8% |
| 1Y | +18.0% | +6.5% | +11.5% | +15.0% |
| All | +18.0% | +12.6% | +5.4% | +15.0% |
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