+47.4%
S vs CAI
+27.8%
+19.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -7.7% | -2.2% | -5.5% | -7.6% |
| 30D | -5.3% | +52.4% | -57.7% | -7.9% |
| 3M | +20.3% | +45.1% | -24.8% | +17.6% |
| 6M | +47.4% | +26.2% | +21.1% | +44.5% |
| All | +47.4% | +27.8% | +19.5% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling