+43.7%
EWZ vs CAI
-8.1%
+51.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +9.3% | +9.1% | +0.1% | +8.6% |
| 3M | +15.7% | +53.8% | -38.1% | +12.0% |
| 6M | +7.4% | +33.5% | -26.1% | +4.3% |
| YTD | +22.7% | -8.0% | +30.7% | +20.3% |
| 1Y | +36.4% | -28.7% | +65.1% | +34.6% |
| All | +43.7% | -8.1% | +51.7% | +38.1% |
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