+35.5%
XYZ vs CAI
-6.6%
+42.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.1% |
| 7D | +12.1% | -26.5% | +38.7% | +16.7% |
| 30D | +12.4% | -6.9% | +19.3% | +13.2% |
| 3M | +8.2% | +26.1% | -18.0% | +3.8% |
| 6M | +20.7% | +31.9% | -11.2% | +13.4% |
| YTD | +31.3% | -6.5% | +37.8% | +27.0% |
| 1Y | +20.5% | +2.5% | +18.0% | +15.5% |
| All | +35.5% | -6.6% | +42.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling