+25.5%
FE vs CAI
-14.7%
+40.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.1% |
| 7D | +1.2% | -8.7% | +9.9% | +1.2% |
| 30D | +4.5% | -23.8% | +28.4% | +4.4% |
| 3M | +1.3% | +3.9% | -2.5% | +1.2% |
| 6M | +8.7% | +56.8% | -48.2% | +8.1% |
| YTD | +9.2% | -14.6% | +23.8% | +9.3% |
| 1Y | +7.0% | -5.2% | +12.2% | +6.9% |
| All | +25.5% | -14.7% | +40.2% | +25.9% |
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 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