-18.5%
EXE vs CAI
-9.9%
-8.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.4% | -2.1% |
| 7D | -3.1% | -2.9% | -0.2% | -3.1% |
| 30D | -0.9% | +9.3% | -10.3% | -1.1% |
| 3M | +9.6% | +35.2% | -25.7% | +9.2% |
| 6M | -11.6% | +30.7% | -42.3% | -12.0% |
| YTD | -12.6% | -9.8% | -2.8% | -12.6% |
| 1Y | +1.2% | -28.9% | +30.0% | +2.8% |
| All | -18.5% | -9.9% | -8.6% | -21.1% |
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