+2.0%
ECL vs CAI
-29.0%
+31.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -2.6% | -5.1% | +2.4% | -2.4% |
| 30D | -4.6% | +3.9% | -8.5% | -4.9% |
| 3M | +6.0% | +40.1% | -34.1% | +3.7% |
| 6M | -3.0% | +29.7% | -32.6% | -5.0% |
| YTD | +4.0% | -10.9% | +14.9% | +4.7% |
| 1Y | +2.0% | -28.0% | +30.0% | +4.8% |
| All | +2.0% | -29.0% | +31.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling