+14.3%
XLI vs CAI
-26.7%
+41.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | -1.7% | -2.9% | +1.3% | -1.5% |
| 30D | -7.3% | +9.3% | -16.6% | -7.9% |
| 3M | -1.3% | +35.2% | -36.6% | -3.7% |
| 6M | +2.2% | +30.7% | -28.5% | -0.7% |
| YTD | +11.7% | -9.8% | +21.5% | +10.1% |
| 1Y | +14.3% | -28.9% | +43.1% | +14.4% |
| All | +14.3% | -26.7% | +41.0% | +14.4% |
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