-24.0%
EXE vs CAI
-11.3%
-12.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | +3.6% | -8.0% | +11.5% | +3.6% |
| 30D | -4.3% | -18.9% | +14.5% | -4.2% |
| 3M | -7.7% | +7.6% | -15.3% | -7.8% |
| 6M | -7.2% | +43.0% | -50.2% | -7.7% |
| YTD | -18.5% | -11.2% | -7.3% | -18.5% |
| 1Y | -24.4% | -3.3% | -21.1% | -24.8% |
| All | -24.0% | -11.3% | -12.8% | -26.4% |
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