+8.4%
XLY vs CAI
-9.9%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.5% |
| 30D | -4.2% | +9.3% | -13.5% | -4.9% |
| 3M | -2.7% | +35.2% | -37.9% | -4.9% |
| 6M | -0.6% | +30.7% | -31.4% | -3.2% |
| YTD | -5.0% | -9.8% | +4.8% | -6.4% |
| 1Y | -4.1% | -28.9% | +24.8% | -5.0% |
| All | +8.4% | -9.9% | +18.3% | +7.8% |
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