+47.7%
XLE vs CAI
-9.5%
+57.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.3% |
| 7D | -6.7% | -25.6% | +18.9% | -7.5% |
| 30D | -4.4% | -17.7% | +13.3% | -4.7% |
| 3M | +4.0% | +4.4% | -0.4% | +5.0% |
| 6M | +13.2% | +51.3% | -38.1% | +16.7% |
| YTD | +41.9% | -9.5% | +51.4% | +44.0% |
| 1Y | +41.6% | -1.5% | +43.1% | +43.9% |
| All | +47.7% | -9.5% | +57.2% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling