+69.6%
ESI vs CAI
-11.0%
+80.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | +3.9% | -3.1% | +7.0% | +4.2% |
| 30D | -3.8% | +2.7% | -6.5% | -4.0% |
| 3M | -13.1% | +41.7% | -54.8% | -16.2% |
| 6M | +11.3% | +26.5% | -15.1% | +7.9% |
| YTD | +44.1% | -10.9% | +55.0% | +44.9% |
| 1Y | +40.3% | -29.2% | +69.6% | +42.8% |
| All | +69.6% | -11.0% | +80.6% | +73.8% |
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 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