+69.3%
EAT vs CAI
-6.2%
+75.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.9% |
| 7D | -4.0% | -8.7% | +4.7% | -2.8% |
| 30D | -2.9% | -23.8% | +21.0% | +0.6% |
| 3M | -16.9% | +3.9% | -20.8% | -17.7% |
| 6M | +57.0% | +56.8% | +0.1% | +41.8% |
| YTD | +38.2% | -14.6% | +52.8% | +31.8% |
| 1Y | +69.3% | -5.2% | +74.5% | +63.6% |
| All | +69.3% | -6.2% | +75.5% | +63.6% |
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