+10.3%
S vs CAI
-8.1%
+18.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -9.2% | +9.1% | -18.4% | -9.9% |
| 3M | +23.4% | +53.8% | -30.4% | +18.2% |
| 6M | +36.9% | +33.5% | +3.4% | +31.7% |
| YTD | +29.5% | -8.0% | +37.5% | +28.1% |
| 1Y | +5.4% | -28.7% | +34.1% | +4.6% |
| All | +10.3% | -8.1% | +18.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling