-23.4%
EXE vs CAI
-14.7%
-8.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +0.8% |
| 7D | +5.3% | -8.7% | +14.0% | +5.4% |
| 30D | -2.2% | -23.8% | +21.7% | -2.0% |
| 3M | -5.9% | +3.9% | -9.8% | -6.0% |
| 6M | -5.7% | +56.8% | -62.6% | -6.2% |
| YTD | -17.8% | -14.6% | -3.2% | -17.8% |
| 1Y | -23.1% | -5.2% | -17.9% | -23.7% |
| All | -23.4% | -14.7% | -8.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling