+20.4%
EAT vs CAI
-11.0%
+31.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.2% | -5.1% | -1.1% | -5.7% |
| 30D | -3.0% | +3.9% | -6.9% | -3.5% |
| 3M | +45.6% | +40.1% | +5.5% | +39.3% |
| 6M | +53.5% | +29.7% | +23.9% | +47.9% |
| YTD | +49.6% | -10.9% | +60.5% | +44.7% |
| 1Y | +38.9% | -28.0% | +66.9% | +35.8% |
| All | +20.4% | -11.0% | +31.4% | +13.6% |
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 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