+23.4%
XLB vs CAI
-14.7%
+38.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | 0.0% |
| 7D | +0.5% | -8.7% | +9.2% | +1.1% |
| 30D | +5.2% | -23.8% | +29.0% | +6.6% |
| 3M | +0.3% | +3.9% | -3.6% | -0.1% |
| 6M | +1.2% | +56.8% | -55.7% | -1.6% |
| YTD | +16.6% | -14.6% | +31.3% | +16.5% |
| 1Y | +21.4% | -5.2% | +26.6% | +20.4% |
| All | +23.4% | -14.7% | +38.1% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling