+40.9%
REGN vs CAI
-17.6%
+58.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -21.6% | +18.7% | -1.7% |
| 7D | +10.3% | -28.0% | +38.2% | +12.2% |
| 30D | +22.2% | -5.2% | +27.4% | +21.9% |
| 3M | +17.6% | +58.2% | -40.6% | +12.5% |
| 6M | +28.9% | +37.4% | -8.5% | +24.2% |
| YTD | +17.4% | -3.5% | +20.9% | +16.1% |
| 1Y | +40.9% | -10.9% | +51.8% | +39.4% |
| All | +40.9% | -17.6% | +58.5% | +39.4% |
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