+8.7%
XLC vs CAI
-11.0%
+19.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | -0.3% | +41.7% | -42.0% | -2.1% |
| 6M | -5.2% | +26.5% | -31.7% | -6.8% |
| YTD | -5.3% | -10.9% | +5.6% | -6.3% |
| 1Y | -2.8% | -29.2% | +26.4% | -3.3% |
| All | +8.7% | -11.0% | +19.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling