+62.9%
EXEL vs CAI
-6.2%
+69.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.0% |
| 7D | -0.8% | -8.7% | +7.9% | -0.3% |
| 30D | +13.1% | -23.8% | +37.0% | +14.7% |
| 3M | +36.3% | +3.9% | +32.5% | +37.9% |
| 6M | +34.5% | +56.8% | -22.3% | +35.9% |
| YTD | +57.4% | -14.6% | +72.0% | +68.2% |
| 1Y | +62.9% | -5.2% | +68.1% | +71.9% |
| All | +62.9% | -6.2% | +69.1% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling