-48.8%
Z vs CAI
-7.1%
-41.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.0% | -2.2% | -0.8% | -2.7% |
| 30D | -4.2% | +52.4% | -56.6% | -10.6% |
| 3M | -3.7% | +45.1% | -48.8% | -9.5% |
| 6M | -24.5% | +26.2% | -50.7% | -27.6% |
| YTD | -49.3% | -7.1% | -42.2% | -49.4% |
| 1Y | -58.7% | -31.0% | -27.6% | -57.9% |
| All | -48.8% | -7.1% | -41.6% | -47.8% |
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