+12.6%
EAT vs CAI
-9.3%
+21.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -8.9% | -26.3% | +17.3% | -6.3% |
| 30D | +3.4% | -17.5% | +20.9% | +5.5% |
| 3M | -9.3% | +5.8% | -15.2% | -10.1% |
| 6M | +43.8% | +53.6% | -9.9% | +35.5% |
| YTD | +39.9% | -9.2% | +49.1% | +34.9% |
| 1Y | +89.7% | -2.7% | +92.4% | +82.5% |
| All | +12.6% | -9.3% | +21.9% | +5.8% |
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