+311.1%
VSXY vs CAI
-9.9%
+321.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.9% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | -18.7% | +9.3% | -28.0% | -19.9% |
| 3M | -4.0% | +35.2% | -39.2% | -8.0% |
| 6M | +67.5% | +30.7% | +36.8% | +59.4% |
| YTD | +39.7% | -9.8% | +49.4% | +37.4% |
| 1Y | +180.0% | -28.9% | +208.8% | +178.7% |
| All | +311.1% | -9.9% | +321.0% | +301.9% |
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