+53.2%
REGN vs CAI
-9.9%
+63.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -5.6% | -2.9% | -2.7% | -5.4% |
| 30D | -2.0% | +9.3% | -11.3% | -2.5% |
| 3M | +28.0% | +35.2% | -7.3% | +25.4% |
| 6M | +1.2% | +30.7% | -29.6% | -1.1% |
| YTD | +1.6% | -9.8% | +11.4% | +0.8% |
| 1Y | +38.2% | -28.9% | +67.1% | +38.1% |
| All | +53.2% | -9.9% | +63.0% | +50.1% |
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 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