+25.5%
V vs CAI
-9.5%
+35.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.5% |
| 7D | +0.6% | -25.6% | +26.2% | +2.5% |
| 30D | +9.7% | -17.7% | +27.5% | +11.0% |
| 3M | +17.3% | +4.4% | +12.9% | +16.5% |
| 6M | +33.2% | +51.3% | -18.1% | +28.0% |
| YTD | +21.3% | -9.5% | +30.8% | +20.8% |
| 1Y | +27.3% | -1.5% | +28.8% | +25.8% |
| All | +25.5% | -9.5% | +35.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling