-56.4%
Z vs CAI
-9.3%
-47.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | -13.1% | -26.3% | +13.2% | -9.2% |
| 30D | +5.9% | -17.5% | +23.4% | +8.8% |
| 3M | -13.7% | +5.8% | -19.5% | -15.0% |
| 6M | -27.1% | +53.6% | -80.8% | -32.9% |
| YTD | -56.8% | -9.2% | -47.6% | -57.0% |
| 1Y | -60.2% | -2.7% | -57.6% | -60.7% |
| All | -56.4% | -9.3% | -47.1% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling