+36.6%
QQQ vs CAI
-8.1%
+44.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | +0.2% | +1.4% | +1.5% |
| 30D | -0.6% | +9.1% | -9.8% | -1.2% |
| 3M | +0.4% | +53.8% | -53.3% | -2.2% |
| 6M | +20.1% | +33.5% | -13.5% | +17.2% |
| YTD | +17.2% | -8.0% | +25.2% | +16.3% |
| 1Y | +24.7% | -28.7% | +53.4% | +24.4% |
| All | +36.6% | -8.1% | +44.7% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling