-4.6%
UUUU vs CAI
+6.0%
-10.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.4% | -6.3% |
| 7D | -5.0% | -5.1% | 0.0% | -2.5% |
| 30D | -7.8% | +3.9% | -11.7% | -10.0% |
| All | -4.6% | +6.0% | -10.6% | -6.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling