+16.9%
XLB vs CAI
-31.3%
+48.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -0.4% | +52.4% | -52.8% | -2.6% |
| 3M | +2.0% | +45.1% | -43.1% | -0.1% |
| 6M | +1.8% | +26.2% | -24.4% | 0.0% |
| YTD | +16.6% | -7.1% | +23.7% | +16.1% |
| 1Y | +16.9% | -31.0% | +48.0% | +20.5% |
| All | +16.9% | -31.3% | +48.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling