+39.2%
S vs CAI
+12.6%
+26.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | -8.2% | -6.3% | -1.9% | -7.4% |
| 30D | -7.6% | +9.3% | -16.9% | -8.7% |
| 3M | +12.0% | +106.3% | -94.4% | +2.5% |
| 6M | +50.6% | +77.7% | -27.2% | +39.1% |
| YTD | +56.6% | +23.1% | +33.5% | +50.3% |
| 1Y | +39.2% | +6.5% | +32.7% | +36.5% |
| All | +39.2% | +12.6% | +26.7% | +36.5% |
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