+34.6%
EL vs CAI
-11.0%
+45.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.5% |
| 7D | -2.4% | -3.1% | +0.8% | -2.0% |
| 30D | +13.7% | +2.7% | +11.0% | +13.1% |
| 3M | +14.5% | +41.7% | -27.2% | +10.5% |
| 6M | +7.4% | +26.5% | -19.1% | +3.9% |
| YTD | -4.7% | -10.9% | +6.2% | -5.4% |
| 1Y | +12.9% | -29.2% | +42.2% | +12.7% |
| All | +34.6% | -11.0% | +45.6% | +38.9% |
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