+38.6%
EL vs CAI
-8.1%
+46.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +15.5% | +9.1% | +6.3% | +14.1% |
| 3M | +20.6% | +53.8% | -33.2% | +15.4% |
| 6M | +10.5% | +33.5% | -23.0% | +6.3% |
| YTD | -1.9% | -8.0% | +6.1% | -3.0% |
| 1Y | +16.1% | -28.7% | +44.8% | +15.3% |
| All | +38.6% | -8.1% | +46.6% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling