+56.8%
ESI vs CAI
-14.7%
+71.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.4% |
| 7D | +5.5% | -8.7% | +14.2% | +6.4% |
| 30D | -7.8% | -23.8% | +16.1% | -5.2% |
| 3M | -15.0% | +3.9% | -18.9% | -14.7% |
| 6M | -24.9% | +56.8% | -81.7% | -27.9% |
| YTD | +33.2% | -14.6% | +47.8% | +35.3% |
| 1Y | +24.9% | -5.2% | +30.1% | +25.6% |
| All | +56.8% | -14.7% | +71.4% | +62.3% |
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