+53.3%
XLE vs CAI
-11.0%
+64.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -5.1% | +5.5% | +0.2% |
| 30D | +6.6% | +3.9% | +2.7% | +6.8% |
| 3M | +12.3% | +40.1% | -27.8% | +14.4% |
| 6M | +18.4% | +29.7% | -11.3% | +20.7% |
| YTD | +47.2% | -10.9% | +58.1% | +48.2% |
| 1Y | +50.3% | -28.0% | +78.3% | +51.1% |
| All | +53.3% | -11.0% | +64.2% | +55.6% |
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