+21.1%
ET vs CAI
-11.3%
+32.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +3.0% | -8.0% | +11.0% | +3.0% |
| 30D | -3.5% | -18.9% | +15.4% | -3.5% |
| 3M | -5.6% | +7.6% | -13.3% | -5.3% |
| 6M | +0.5% | +43.0% | -42.4% | +1.0% |
| YTD | +26.3% | -11.2% | +37.5% | +26.2% |
| 1Y | +25.7% | -3.3% | +28.9% | +25.7% |
| All | +21.1% | -11.3% | +32.4% | +20.4% |
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