-32.4%
EFX vs CAI
-9.9%
-22.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | -4.5% | -2.9% | -1.6% | -4.3% |
| 30D | -6.1% | +9.3% | -15.4% | -7.0% |
| 3M | +6.2% | +35.2% | -29.0% | +2.9% |
| 6M | -11.2% | +30.7% | -41.9% | -14.4% |
| YTD | -21.4% | -9.8% | -11.6% | -22.1% |
| 1Y | -34.3% | -28.9% | -5.5% | -34.0% |
| All | -32.4% | -9.9% | -22.6% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling