+28.4%
SPY vs CAI
-14.7%
+43.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | -0.1% |
| 7D | +2.6% | -8.7% | +11.3% | +3.1% |
| 30D | -2.0% | -23.8% | +21.9% | -0.4% |
| 3M | -2.8% | +3.9% | -6.7% | -2.8% |
| 6M | +2.1% | +56.8% | -54.7% | -0.3% |
| YTD | +11.5% | -14.6% | +26.1% | +11.1% |
| 1Y | +13.5% | -5.2% | +18.6% | +12.7% |
| All | +28.4% | -14.7% | +43.0% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling