+25.1%
ED vs CAI
-14.7%
+39.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.3% |
| 7D | +2.1% | -8.7% | +10.7% | +1.9% |
| 30D | +10.4% | -23.8% | +34.2% | +9.8% |
| 3M | +12.5% | +3.9% | +8.7% | +12.4% |
| 6M | +14.9% | +56.8% | -41.9% | +15.0% |
| YTD | +24.8% | -14.6% | +39.4% | +25.1% |
| 1Y | +23.8% | -5.2% | +29.0% | +23.9% |
| All | +25.1% | -14.7% | +39.8% | +25.5% |
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 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