+6.8%
XLP vs CAI
-29.0%
+35.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -2.9% | -3.1% | +0.2% | -2.9% |
| 30D | -2.2% | +2.7% | -4.9% | -2.2% |
| 3M | -0.6% | +41.7% | -42.2% | 0.0% |
| 6M | -2.2% | +26.5% | -28.7% | -1.7% |
| YTD | +8.3% | -10.9% | +19.2% | +8.0% |
| All | +6.8% | -29.0% | +35.8% | +6.3% |
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