+3.7%
U vs CAI
-31.3%
+34.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.3% |
| 30D | +17.5% | +52.4% | -34.9% | +6.2% |
| 3M | +38.7% | +45.1% | -6.4% | +26.2% |
| 6M | +104.4% | +26.2% | +78.2% | +86.8% |
| YTD | -5.7% | -7.1% | +1.4% | -13.8% |
| 1Y | +3.7% | -31.0% | +34.7% | -17.2% |
| All | +3.7% | -31.3% | +34.9% | -17.2% |
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 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