+53.8%
XLE vs CAI
-31.0%
+84.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.6% |
| 7D | +0.3% | -3.1% | +3.4% | +0.1% |
| 30D | +8.5% | +2.7% | +5.8% | +8.8% |
| 3M | +14.6% | +41.7% | -27.1% | +17.3% |
| 6M | +17.6% | +26.5% | -8.9% | +20.2% |
| YTD | +48.1% | -10.9% | +59.0% | +48.5% |
| 1Y | +53.8% | -29.2% | +83.0% | +53.0% |
| All | +53.8% | -31.0% | +84.8% | +53.0% |
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