-1.4%
RMD vs CAI
-17.6%
+16.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -21.6% | +21.1% | +0.9% |
| 7D | -5.3% | -28.0% | +22.6% | -3.4% |
| 30D | +8.4% | -5.2% | +13.6% | +8.7% |
| 3M | +7.1% | +58.2% | -51.1% | +4.6% |
| 6M | +15.8% | +37.4% | -21.6% | +13.1% |
| YTD | +0.2% | -3.5% | +3.7% | -3.4% |
| 1Y | -1.4% | -10.9% | +9.5% | -4.9% |
| All | -1.4% | -17.6% | +16.2% | -4.9% |
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