-56.2%
Z vs CAI
-6.6%
-49.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.0% |
| 7D | -4.6% | -26.5% | +22.0% | -0.5% |
| 30D | +8.3% | -6.9% | +15.2% | +9.5% |
| 3M | -11.6% | +26.1% | -37.8% | -15.2% |
| 6M | -33.6% | +31.9% | -65.5% | -37.0% |
| YTD | -56.7% | -6.5% | -50.2% | -57.1% |
| 1Y | -59.1% | +2.5% | -61.6% | -59.9% |
| All | -56.2% | -6.6% | -49.7% | -55.7% |
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