-59.1%
Z vs CAI
-2.4%
-56.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -4.9% | -8.0% | +3.0% | -3.6% |
| 30D | +3.0% | -18.9% | +21.8% | +6.4% |
| 3M | -13.4% | +7.6% | -21.0% | -15.2% |
| 6M | -27.3% | +43.0% | -70.3% | -32.9% |
| YTD | -57.8% | -11.2% | -46.6% | -56.5% |
| All | -59.1% | -2.4% | -56.6% | -58.6% |
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 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