+33.6%
S vs CAI
-5.3%
+38.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.9% |
| 7D | +1.6% | -20.3% | +21.9% | +4.7% |
| 30D | -10.5% | -13.9% | +3.4% | -8.3% |
| 3M | +9.9% | +12.4% | -2.5% | +9.4% |
| 6M | +41.8% | +58.3% | -16.6% | +35.9% |
| YTD | +56.8% | -5.2% | +62.0% | +55.6% |
| 1Y | +39.0% | -0.2% | +39.2% | +37.2% |
| All | +33.6% | -5.3% | +38.9% | +33.8% |
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