+38.1%
RF vs CAI
-14.7%
+52.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.4% |
| 7D | +1.9% | -8.7% | +10.6% | +2.4% |
| 30D | +7.3% | -23.8% | +31.2% | +8.6% |
| 3M | -7.9% | +3.9% | -11.8% | -8.5% |
| 6M | +10.5% | +56.8% | -46.3% | +6.3% |
| YTD | +9.6% | -14.6% | +24.2% | +7.7% |
| 1Y | +20.3% | -5.2% | +25.5% | +17.9% |
| All | +38.1% | -14.7% | +52.7% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling