-3.3%
TEAM vs CAI
-7.1%
+3.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -0.4% | -2.2% | +1.7% | 0.0% |
| 30D | +67.3% | +52.4% | +14.9% | +55.5% |
| 3M | +86.8% | +45.1% | +41.7% | +74.5% |
| 6M | +146.8% | +26.2% | +120.6% | +133.0% |
| YTD | +16.9% | -7.1% | +24.0% | +14.1% |
| 1Y | +12.8% | -31.0% | +43.8% | +12.9% |
| All | -3.3% | -7.1% | +3.8% | -8.2% |
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