+28.8%
SPY vs CAI
-11.3%
+40.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +3.3% | -8.0% | +11.2% | +3.8% |
| 30D | -2.7% | -18.9% | +16.2% | -1.4% |
| 3M | -1.7% | +7.6% | -9.4% | -2.0% |
| 6M | +3.1% | +43.0% | -39.9% | +1.0% |
| YTD | +11.9% | -11.2% | +23.1% | +11.2% |
| 1Y | +12.0% | -3.3% | +15.3% | +11.0% |
| All | +28.8% | -11.3% | +40.1% | +28.2% |
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