+96.4%
U vs CAI
+43.5%
+52.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.8% | +9.1% | +5.6% |
| 7D | +2.6% | -8.7% | +11.2% | +3.4% |
| 30D | +27.6% | -23.8% | +51.4% | +28.1% |
| 3M | +15.3% | +3.9% | +11.5% | +2.3% |
| 6M | +96.4% | +56.8% | +39.6% | +44.7% |
| All | +96.4% | +43.5% | +52.9% | +44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling