+29.5%
XLB vs CAI
+12.6%
+17.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.4% |
| 7D | +3.9% | -6.3% | +10.2% | +4.2% |
| 30D | +8.9% | +9.3% | -0.4% | +8.3% |
| 3M | +4.1% | +106.3% | -102.2% | +0.4% |
| 6M | +7.3% | +77.7% | -70.4% | +3.9% |
| YTD | +20.4% | +23.1% | -2.7% | +17.7% |
| 1Y | +29.5% | +6.5% | +23.0% | +27.4% |
| All | +29.5% | +12.6% | +17.0% | +27.4% |
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