+77.9%
U vs CAI
-11.0%
+88.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +4.4% | -3.1% | +7.5% | +5.1% |
| 30D | -1.3% | +2.7% | -4.0% | -2.4% |
| 3M | +49.6% | +41.7% | +7.9% | +35.9% |
| 6M | +100.2% | +26.5% | +73.7% | +82.5% |
| YTD | -3.7% | -10.9% | +7.2% | -6.6% |
| 1Y | -6.5% | -29.2% | +22.7% | -6.9% |
| All | +77.9% | -11.0% | +88.9% | +64.0% |
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 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