+127.0%
W vs CAI
-11.3%
+138.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.1% |
| 7D | -1.7% | -8.0% | +6.3% | +0.3% |
| 30D | +3.2% | -18.9% | +22.1% | +8.3% |
| 3M | +8.3% | +7.6% | +0.7% | +5.9% |
| 6M | +84.3% | +43.0% | +41.3% | +66.9% |
| YTD | +11.0% | -11.2% | +22.2% | +7.5% |
| 1Y | -0.2% | -3.3% | +3.1% | -4.3% |
| All | +127.0% | -11.3% | +138.3% | +112.5% |
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 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