+41.6%
S vs CAI
+47.3%
-5.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.9% |
| 7D | +4.1% | -8.0% | +12.0% | +5.6% |
| 30D | -7.2% | -18.9% | +11.7% | -2.8% |
| 3M | 0.0% | +7.6% | -7.7% | +2.7% |
| 6M | +41.6% | +43.0% | -1.3% | +43.7% |
| All | +41.6% | +47.3% | -5.7% | +43.7% |
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