+7.9%
EXC vs CAI
-11.0%
+18.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | -0.9% | +2.7% | -3.6% | -0.8% |
| 3M | -2.7% | +41.7% | -44.4% | -2.2% |
| 6M | -9.4% | +26.5% | -35.9% | -9.0% |
| YTD | +3.0% | -10.9% | +14.0% | +3.5% |
| 1Y | +5.1% | -29.2% | +34.4% | +5.4% |
| All | +7.9% | -11.0% | +18.9% | +8.8% |
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 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