+7.4%
EQT vs CAI
-26.7%
+34.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.6% |
| 7D | -2.0% | -2.9% | +0.9% | -2.1% |
| 30D | 0.0% | +9.3% | -9.3% | +0.2% |
| 3M | +5.9% | +35.2% | -29.3% | +6.9% |
| 6M | -14.8% | +30.7% | -45.5% | -13.9% |
| YTD | +1.8% | -9.8% | +11.5% | +1.9% |
| 1Y | +7.4% | -28.9% | +36.2% | +8.0% |
| All | +7.4% | -26.7% | +34.1% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling