-8.4%
T vs CAI
-29.0%
+20.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -2.4% | -5.1% | +2.6% | -2.6% |
| 30D | +4.3% | +3.9% | +0.4% | +4.5% |
| 3M | +11.6% | +40.1% | -28.5% | +13.5% |
| 6M | -5.6% | +29.7% | -35.2% | -4.2% |
| YTD | +6.6% | -10.9% | +17.5% | +4.4% |
| 1Y | -8.4% | -28.0% | +19.7% | -11.0% |
| All | -8.4% | -29.0% | +20.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling