+129.1%
W vs CAI
-9.5%
+138.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.7% | -2.7% |
| 7D | +1.1% | -25.6% | +26.7% | +8.0% |
| 30D | +6.4% | -17.7% | +24.2% | +11.3% |
| 3M | +9.0% | +4.4% | +4.6% | +7.2% |
| 6M | +69.8% | +51.3% | +18.5% | +51.9% |
| YTD | +12.1% | -9.5% | +21.5% | +8.0% |
| 1Y | 0.0% | -1.5% | +1.5% | -4.5% |
| All | +129.1% | -9.5% | +138.6% | +113.5% |
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