+103.9%
W vs CAI
-11.0%
+114.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.8% |
| 7D | +5.9% | -3.1% | +9.0% | +6.6% |
| 30D | -3.0% | +2.7% | -5.7% | -4.0% |
| 3M | +40.3% | +41.7% | -1.3% | +28.3% |
| 6M | +32.2% | +26.5% | +5.8% | +22.0% |
| YTD | -0.3% | -10.9% | +10.6% | -3.2% |
| 1Y | +16.2% | -29.2% | +45.4% | +14.5% |
| All | +103.9% | -11.0% | +114.9% | +91.3% |
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