+57.0%
EAT vs CAI
+43.5%
+13.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.6% |
| 7D | -4.0% | -8.7% | +4.7% | -3.5% |
| 30D | -2.9% | -23.8% | +21.0% | -0.9% |
| 3M | -16.9% | +3.9% | -20.8% | -14.3% |
| 6M | +57.0% | +56.8% | +0.1% | +61.4% |
| All | +57.0% | +43.5% | +13.4% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling