+39.2%
XLK vs CAI
-26.7%
+65.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.4% |
| 30D | -0.6% | +9.3% | -10.0% | -1.4% |
| 3M | +2.6% | +35.2% | -32.7% | -0.2% |
| 6M | +34.0% | +30.7% | +3.2% | +29.5% |
| YTD | +30.7% | -9.8% | +40.5% | +30.5% |
| 1Y | +39.2% | -28.9% | +68.0% | +41.3% |
| All | +39.2% | -26.7% | +65.9% | +41.3% |
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 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