+44.8%
EW vs CAI
-14.7%
+59.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.5% |
| 7D | +4.9% | -8.7% | +13.6% | +5.6% |
| 30D | +23.9% | -23.8% | +47.8% | +25.9% |
| 3M | +15.8% | +3.9% | +11.9% | +14.4% |
| 6M | +31.7% | +56.8% | -25.2% | +25.0% |
| YTD | +25.7% | -14.6% | +40.3% | +23.9% |
| 1Y | +24.4% | -5.2% | +29.6% | +22.6% |
| All | +44.8% | -14.7% | +59.5% | +43.4% |
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 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