+54.2%
XLE vs CAI
-14.7%
+68.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +0.9% |
| 7D | +5.4% | -8.7% | +14.1% | +5.1% |
| 30D | -3.9% | -23.8% | +19.9% | -4.5% |
| 3M | +7.0% | +3.9% | +3.1% | +8.2% |
| 6M | +14.2% | +56.8% | -42.6% | +18.1% |
| YTD | +48.2% | -14.6% | +62.8% | +50.1% |
| 1Y | +47.7% | -5.2% | +52.9% | +49.9% |
| All | +54.2% | -14.7% | +68.9% | +57.6% |
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