+18.5%
ECL vs CAI
-11.3%
+29.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.0% |
| 7D | -0.5% | -8.0% | +7.5% | 0.0% |
| 30D | +6.6% | -18.9% | +25.4% | +7.7% |
| 3M | +9.6% | +7.6% | +2.0% | +8.9% |
| 6M | +21.6% | +43.0% | -21.4% | +18.4% |
| YTD | +16.9% | -11.2% | +28.1% | +17.0% |
| 1Y | +17.9% | -3.3% | +21.1% | +17.1% |
| All | +18.5% | -11.3% | +29.8% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling