+15.4%
XLF vs CAI
-11.0%
+26.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.9% | -5.1% | +2.2% | -2.6% |
| 30D | -1.6% | +3.9% | -5.5% | -1.9% |
| 3M | +9.3% | +40.1% | -30.8% | +6.4% |
| 6M | +14.6% | +29.7% | -15.1% | +11.5% |
| YTD | +4.7% | -10.9% | +15.6% | +3.6% |
| 1Y | +8.6% | -28.0% | +36.7% | +8.4% |
| All | +15.4% | -11.0% | +26.4% | +14.3% |
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