+186.1%
EWY vs CAI
-8.1%
+194.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.6% |
| 7D | +8.0% | +0.2% | +7.9% | +8.0% |
| 30D | +14.3% | +9.1% | +5.2% | +13.3% |
| 3M | +2.3% | +53.8% | -51.5% | -2.0% |
| 6M | +49.9% | +33.5% | +16.3% | +44.1% |
| YTD | +95.3% | -8.0% | +103.3% | +91.6% |
| 1Y | +161.7% | -28.7% | +190.4% | +159.7% |
| All | +186.1% | -8.1% | +194.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling