+16.5%
EW vs CAI
-11.0%
+27.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -4.9% |
| 30D | -6.4% | +2.7% | -9.0% | -6.7% |
| 3M | -1.6% | +41.7% | -43.2% | -4.8% |
| 6M | +2.3% | +26.5% | -24.2% | -0.5% |
| YTD | +1.1% | -10.9% | +12.0% | 0.0% |
| 1Y | +8.0% | -29.2% | +37.2% | +7.0% |
| All | +16.5% | -11.0% | +27.5% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling