+184.3%
EWY vs CAI
-9.9%
+194.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.1% |
| 7D | -0.1% | -2.9% | +2.8% | +0.2% |
| 30D | +7.3% | +9.3% | -2.0% | +6.4% |
| 3M | -5.1% | +35.2% | -40.4% | -8.0% |
| 6M | +42.1% | +30.7% | +11.3% | +36.9% |
| YTD | +94.1% | -9.8% | +103.9% | +90.7% |
| 1Y | +147.8% | -28.9% | +176.7% | +146.2% |
| All | +184.3% | -9.9% | +194.2% | +178.4% |
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 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