+61.9%
ESI vs CAI
-11.0%
+72.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -2.3% | -5.1% | +2.7% | -1.9% |
| 30D | -9.0% | +3.9% | -12.9% | -9.4% |
| 3M | -13.3% | +40.1% | -53.3% | -16.2% |
| 6M | +5.3% | +29.7% | -24.4% | +1.7% |
| YTD | +37.6% | -10.9% | +48.5% | +38.4% |
| 1Y | +33.6% | -28.0% | +61.6% | +35.8% |
| All | +61.9% | -11.0% | +72.9% | +66.0% |
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 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