+145.2%
TE vs CAI
-26.7%
+171.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +0.8% |
| 30D | -5.9% | +9.3% | -15.3% | -7.6% |
| 3M | -45.6% | +35.2% | -80.8% | -49.3% |
| 6M | -43.4% | +30.7% | -74.1% | -48.6% |
| YTD | -31.0% | -9.8% | -21.2% | -29.6% |
| 1Y | +145.2% | -28.9% | +174.1% | +140.4% |
| All | +145.2% | -26.7% | +171.9% | +140.4% |
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 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