-14.2%
T vs CAI
-14.7%
+0.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | -0.2% |
| 7D | +2.5% | -8.7% | +11.2% | +2.2% |
| 30D | -3.8% | -23.8% | +20.1% | -4.7% |
| 3M | -8.7% | +3.9% | -12.6% | -8.6% |
| 6M | -8.1% | +56.8% | -65.0% | -6.2% |
| YTD | -6.4% | -14.6% | +8.2% | -7.2% |
| 1Y | -9.8% | -5.2% | -4.6% | -10.3% |
| All | -14.2% | -14.7% | +0.4% | -15.2% |
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 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