+29.1%
EAT vs CAI
-7.1%
+36.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +1.9% | +52.4% | -50.5% | -3.3% |
| 3M | +68.7% | +45.1% | +23.6% | +60.7% |
| 6M | +66.9% | +26.2% | +40.7% | +60.5% |
| YTD | +60.4% | -7.1% | +67.5% | +54.5% |
| 1Y | +44.0% | -31.0% | +75.0% | +41.3% |
| All | +29.1% | -7.1% | +36.3% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling