-31.4%
TE vs CAI
+31.3%
-62.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.6% |
| 7D | +15.0% | -3.1% | +18.1% | +15.4% |
| 30D | -7.5% | +2.7% | -10.2% | -7.6% |
| 3M | -42.0% | +41.7% | -83.6% | -44.3% |
| 6M | -31.4% | +26.5% | -57.9% | -39.0% |
| All | -31.4% | +31.3% | -62.7% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling