+244.2%
TE vs CAI
-8.1%
+252.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.2% |
| 7D | +18.2% | +0.2% | +18.1% | +18.2% |
| 30D | -13.5% | +9.1% | -22.7% | -15.1% |
| 3M | -44.6% | +53.8% | -98.4% | -49.8% |
| 6M | -24.7% | +33.5% | -58.2% | -31.7% |
| YTD | -24.3% | -8.0% | -16.2% | -24.6% |
| 1Y | +155.6% | -28.7% | +184.3% | +160.7% |
| All | +244.2% | -8.1% | +252.3% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling