-23.5%
TEAM vs CAI
-14.7%
-8.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.7% |
| 7D | -2.4% | -8.7% | +6.3% | -0.5% |
| 30D | -26.7% | -23.8% | -2.9% | -22.8% |
| 3M | -9.6% | +3.9% | -13.5% | -11.7% |
| 6M | +86.0% | +56.8% | +29.2% | +70.6% |
| YTD | -7.5% | -14.6% | +7.1% | -9.1% |
| 1Y | -1.4% | -5.2% | +3.8% | -4.0% |
| All | -23.5% | -14.7% | -8.9% | -26.8% |
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 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