+26.9%
XLV vs CAI
-31.3%
+58.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | +4.4% | +52.4% | -48.0% | +1.7% |
| 3M | +13.2% | +45.1% | -31.8% | +10.4% |
| 6M | +10.1% | +26.2% | -16.1% | +7.4% |
| YTD | +11.7% | -7.1% | +18.8% | +10.0% |
| 1Y | +26.9% | -31.0% | +58.0% | +30.0% |
| All | +26.9% | -31.3% | +58.2% | +30.0% |
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