+124.4%
UUUU vs CAI
-9.9%
+134.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.4% |
| 7D | -10.5% | -2.9% | -7.6% | -9.7% |
| 30D | -10.5% | +9.3% | -19.8% | -12.9% |
| 3M | -14.1% | +35.2% | -49.3% | -21.9% |
| 6M | -35.5% | +30.7% | -66.2% | -41.1% |
| YTD | -10.9% | -9.8% | -1.2% | -14.1% |
| 1Y | +3.4% | -28.9% | +32.2% | +0.9% |
| All | +124.4% | -9.9% | +134.3% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling