-55.9%
Z vs CAI
-14.7%
-41.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +4.0% |
| 7D | +0.8% | -8.7% | +9.5% | +2.2% |
| 30D | +5.2% | -23.8% | +29.0% | +9.3% |
| 3M | -17.0% | +3.9% | -20.9% | -18.0% |
| 6M | -22.7% | +56.8% | -79.5% | -29.3% |
| YTD | -56.3% | -14.6% | -41.7% | -56.1% |
| 1Y | -57.7% | -5.2% | -52.5% | -58.0% |
| All | -55.9% | -14.7% | -41.2% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling