+26.0%
V vs CAI
-0.6%
+26.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +0.7% |
| 7D | +0.8% | -25.6% | +26.4% | +2.6% |
| 30D | +9.9% | -17.7% | +27.7% | +11.1% |
| 3M | +17.5% | +4.4% | +13.1% | +16.9% |
| 6M | +33.5% | +51.3% | -17.8% | +28.7% |
| YTD | +21.6% | -9.5% | +31.0% | +21.1% |
| All | +26.0% | -0.6% | +26.6% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling