+51.2%
XLE vs CAI
-7.1%
+58.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +2.2% | -2.2% | +4.4% | +2.1% |
| 30D | +11.8% | +52.4% | -40.6% | +14.3% |
| 3M | +9.8% | +45.1% | -35.3% | +12.1% |
| 6M | +15.6% | +26.2% | -10.7% | +17.8% |
| YTD | +45.3% | -7.1% | +52.3% | +46.5% |
| 1Y | +48.3% | -31.0% | +79.3% | +49.4% |
| All | +51.2% | -7.1% | +58.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling