+25.1%
XYZ vs CAI
-5.1%
+30.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.7% |
| 7D | -2.1% | -8.0% | +5.8% | -0.8% |
| 30D | +7.0% | -18.9% | +25.9% | +10.3% |
| 3M | +5.1% | +7.6% | -2.6% | +2.7% |
| 6M | +14.1% | +43.0% | -28.9% | +4.6% |
| YTD | +26.4% | -11.2% | +37.6% | +23.0% |
| 1Y | +25.1% | -3.3% | +28.3% | +19.1% |
| All | +25.1% | -5.1% | +30.2% | +19.1% |
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