+20.2%
RF vs CAI
-2.4%
+22.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.1% |
| 7D | -0.1% | -20.3% | +20.2% | +1.1% |
| 30D | +7.0% | -13.9% | +20.9% | +7.8% |
| 3M | -7.0% | +12.4% | -19.5% | -8.2% |
| 6M | +6.8% | +58.3% | -51.6% | +1.3% |
| YTD | +9.9% | -5.2% | +15.1% | +7.0% |
| All | +20.2% | -2.4% | +22.6% | +15.4% |
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