+24.6%
XLI vs CAI
-8.1%
+32.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -5.8% | +9.1% | -15.0% | -6.4% |
| 3M | +0.7% | +53.8% | -53.1% | -2.4% |
| 6M | +3.2% | +33.5% | -30.3% | +0.5% |
| YTD | +13.0% | -8.0% | +21.0% | +11.5% |
| 1Y | +16.8% | -28.7% | +45.5% | +16.0% |
| All | +24.6% | -8.1% | +32.7% | +23.4% |
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 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