+13.9%
WMT vs CAI
-9.9%
+23.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.4% |
| 7D | 0.0% | -2.9% | +2.9% | -0.1% |
| 30D | -7.4% | +9.3% | -16.8% | -6.9% |
| 3M | -10.9% | +35.2% | -46.1% | -9.6% |
| 6M | -12.7% | +30.7% | -43.4% | -11.3% |
| YTD | -3.2% | -9.8% | +6.6% | -3.3% |
| 1Y | +5.3% | -28.9% | +34.1% | +3.7% |
| All | +13.9% | -9.9% | +23.7% | +13.2% |
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