+47.1%
XLE vs CAI
-5.3%
+52.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | -7.9% | -20.3% | +12.4% | -8.4% |
| 30D | -4.8% | -13.9% | +9.1% | -5.0% |
| 3M | +8.4% | +12.4% | -4.1% | +9.7% |
| 6M | +12.7% | +58.3% | -45.7% | +16.4% |
| YTD | +41.3% | -5.2% | +46.5% | +43.6% |
| 1Y | +42.3% | -0.2% | +42.5% | +44.7% |
| All | +47.1% | -5.3% | +52.4% | +50.7% |
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