+55.2%
EWT vs CAI
+12.6%
+42.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -10.9% | -6.3% | -4.6% | -10.4% |
| 30D | -17.7% | +9.3% | -27.0% | -18.3% |
| 3M | -5.0% | +106.3% | -111.4% | -10.9% |
| 6M | +7.4% | +77.7% | -70.4% | +1.5% |
| YTD | +52.8% | +23.1% | +29.7% | +47.1% |
| 1Y | +55.2% | +6.5% | +48.6% | +50.3% |
| All | +55.2% | +12.6% | +42.6% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling