-16.9%
EXE vs CAI
-11.0%
-5.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.7% |
| 30D | -0.4% | +2.7% | -3.1% | -0.5% |
| 3M | +9.5% | +41.7% | -32.2% | +9.0% |
| 6M | -9.3% | +26.5% | -35.8% | -9.7% |
| YTD | -10.9% | -10.9% | 0.0% | -10.9% |
| 1Y | +4.3% | -29.2% | +33.5% | +5.8% |
| All | -16.9% | -11.0% | -5.9% | -19.6% |
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