+40.4%
XYZ vs CAI
-5.3%
+45.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +14.9% | -20.3% | +35.2% | +18.3% |
| 30D | +14.7% | -13.9% | +28.6% | +16.7% |
| 3M | +12.1% | +12.4% | -0.3% | +9.4% |
| 6M | +18.3% | +58.3% | -40.0% | +8.7% |
| YTD | +36.1% | -5.2% | +41.3% | +31.3% |
| 1Y | +35.3% | -0.2% | +35.5% | +29.9% |
| All | +40.4% | -5.3% | +45.7% | +35.6% |
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