-1.5%
XLC vs CAI
-29.0%
+27.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -5.1% | +3.4% | -1.4% |
| 30D | +0.2% | +3.9% | -3.7% | 0.0% |
| 3M | +0.7% | +40.1% | -39.4% | -1.1% |
| 6M | -4.5% | +29.7% | -34.1% | -6.3% |
| YTD | -4.7% | -10.9% | +6.2% | -6.3% |
| 1Y | -1.5% | -28.0% | +26.5% | -3.0% |
| All | -1.5% | -29.0% | +27.5% | -3.0% |
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