-5.8%
XLC vs CAI
+12.6%
-18.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.4% |
| 7D | +1.8% | -6.3% | +8.1% | +2.1% |
| 30D | -6.0% | +9.3% | -15.3% | -6.5% |
| 3M | -6.0% | +106.3% | -112.3% | -10.0% |
| 6M | -9.1% | +77.7% | -86.8% | -12.5% |
| YTD | -10.0% | +23.1% | -33.2% | -13.0% |
| 1Y | -5.8% | +6.5% | -12.3% | -8.3% |
| All | -5.8% | +12.6% | -18.4% | -8.3% |
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