+26.7%
EFA vs CAI
-9.9%
+36.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.9% |
| 7D | -1.5% | -2.9% | +1.4% | -1.4% |
| 30D | -1.7% | +9.3% | -11.0% | -2.2% |
| 3M | +3.5% | +35.2% | -31.7% | +1.4% |
| 6M | +9.5% | +30.7% | -21.2% | +6.8% |
| YTD | +12.9% | -9.8% | +22.7% | +11.6% |
| 1Y | +18.2% | -28.9% | +47.1% | +18.0% |
| All | +26.7% | -9.9% | +36.5% | +24.8% |
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 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