+42.6%
ETR vs CAI
-14.7%
+57.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +1.2% | -8.7% | +9.8% | +1.2% |
| 30D | +7.0% | -23.8% | +30.9% | +7.3% |
| 3M | +4.6% | +3.9% | +0.7% | +4.4% |
| 6M | +0.1% | +56.8% | -56.7% | -1.3% |
| YTD | +23.2% | -14.6% | +37.8% | +24.2% |
| 1Y | +20.6% | -5.2% | +25.8% | +20.9% |
| All | +42.6% | -14.7% | +57.2% | +42.7% |
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