+14.2%
EXC vs CAI
-14.7%
+28.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.3% |
| 7D | +1.4% | -8.7% | +10.1% | +1.2% |
| 30D | +8.6% | -23.8% | +32.4% | +8.0% |
| 3M | +2.4% | +3.9% | -1.5% | +2.4% |
| 6M | +6.5% | +56.8% | -50.4% | +6.9% |
| YTD | +9.0% | -14.6% | +23.6% | +9.5% |
| 1Y | +4.6% | -5.2% | +9.8% | +4.9% |
| All | +14.2% | -14.7% | +28.8% | +15.1% |
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 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