+17.2%
XLI vs CAI
-31.3%
+48.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | -5.9% | +52.4% | -58.3% | -8.9% |
| 3M | -0.3% | +45.1% | -45.3% | -3.2% |
| 6M | +0.1% | +26.2% | -26.1% | -2.5% |
| YTD | +13.6% | -7.1% | +20.7% | +11.8% |
| 1Y | +17.2% | -31.0% | +48.2% | +18.4% |
| All | +17.2% | -31.3% | +48.4% | +18.4% |
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 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