+5.7%
ECL vs CAI
-11.0%
+16.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -2.7% | -3.1% | +0.4% | -2.6% |
| 30D | -4.3% | +2.7% | -7.0% | -4.5% |
| 3M | +3.2% | +41.7% | -38.5% | +0.9% |
| 6M | -2.9% | +26.5% | -29.4% | -4.8% |
| YTD | +4.3% | -10.9% | +15.2% | +4.5% |
| 1Y | +1.6% | -29.2% | +30.9% | +3.3% |
| All | +5.7% | -11.0% | +16.7% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling