+52.9%
XLE vs CAI
-8.1%
+61.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | +9.1% | +3.5% | +13.2% |
| 3M | +11.8% | +53.8% | -41.9% | +14.5% |
| 6M | +16.1% | +33.5% | -17.4% | +18.5% |
| YTD | +46.9% | -8.0% | +54.9% | +48.1% |
| 1Y | +53.3% | -28.7% | +82.0% | +54.3% |
| All | +52.9% | -8.1% | +61.0% | +55.4% |
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