+46.6%
EEM vs CAI
-11.0%
+57.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -5.1% | +4.4% | -0.4% |
| 30D | +2.4% | +3.9% | -1.5% | +2.1% |
| 3M | +4.2% | +40.1% | -35.9% | +1.9% |
| 6M | +14.8% | +29.7% | -14.9% | +12.2% |
| YTD | +23.1% | -10.9% | +34.0% | +22.0% |
| 1Y | +32.5% | -28.0% | +60.6% | +32.2% |
| All | +46.6% | -11.0% | +57.6% | +44.5% |
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