+20.8%
EAT vs CAI
-11.0%
+31.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.9% |
| 7D | -6.8% | -3.1% | -3.7% | -6.5% |
| 30D | -5.4% | +2.7% | -8.1% | -5.7% |
| 3M | +42.8% | +41.7% | +1.1% | +36.4% |
| 6M | +56.5% | +26.5% | +30.0% | +50.9% |
| YTD | +50.0% | -10.9% | +61.0% | +45.1% |
| 1Y | +38.3% | -29.2% | +67.5% | +35.4% |
| All | +20.8% | -11.0% | +31.8% | +13.9% |
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