-6.7%
UL vs CAI
-11.0%
+4.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | -3.2% | -3.1% | -0.1% | -3.2% |
| 30D | -0.6% | +2.7% | -3.3% | -0.6% |
| 3M | +9.4% | +41.7% | -32.2% | +9.3% |
| 6M | -4.1% | +26.5% | -30.6% | -4.2% |
| YTD | -2.0% | -10.9% | +9.0% | -2.1% |
| 1Y | -9.0% | -29.2% | +20.2% | -8.9% |
| All | -6.7% | -11.0% | +4.3% | -7.3% |
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