+211.6%
TE vs CAI
-11.0%
+222.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.7% |
| 7D | +0.9% | -5.1% | +5.9% | +1.9% |
| 30D | -16.3% | +3.9% | -20.2% | -16.9% |
| 3M | -40.8% | +40.1% | -80.8% | -45.2% |
| 6M | -42.6% | +29.7% | -72.3% | -47.6% |
| YTD | -31.4% | -10.9% | -20.5% | -31.3% |
| 1Y | +144.9% | -28.0% | +172.9% | +149.4% |
| All | +211.6% | -11.0% | +222.5% | +189.8% |
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 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