-2.4%
U vs CAI
-29.0%
+26.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | -5.1% | +5.0% | +1.1% |
| 30D | -4.1% | +3.9% | -8.0% | -5.3% |
| 3M | +57.8% | +40.1% | +17.7% | +44.3% |
| 6M | +103.5% | +29.7% | +73.9% | +84.8% |
| YTD | -4.8% | -10.9% | +6.1% | -11.6% |
| 1Y | -2.4% | -28.0% | +25.6% | -15.5% |
| All | -2.4% | -29.0% | +26.6% | -15.5% |
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