+19.0%
EWZ vs CAI
-6.6%
+25.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | -1.5% | -26.5% | +25.0% | +0.4% |
| 30D | -24.5% | -6.9% | -17.6% | -24.5% |
| 3M | -10.7% | +26.1% | -36.8% | -12.4% |
| 6M | -19.1% | +31.9% | -51.0% | -21.4% |
| YTD | +1.6% | -6.5% | +8.1% | -0.8% |
| 1Y | +4.3% | +2.5% | +1.8% | +1.4% |
| All | +19.0% | -6.6% | +25.6% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling