+37.6%
TECH vs CAI
-31.3%
+68.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +0.7% | +52.4% | -51.7% | -11.0% |
| 3M | +36.3% | +45.1% | -8.7% | +22.3% |
| 6M | +25.6% | +26.2% | -0.7% | +15.3% |
| YTD | +23.7% | -7.1% | +30.8% | +18.5% |
| 1Y | +37.6% | -31.0% | +68.7% | +48.0% |
| All | +37.6% | -31.3% | +68.9% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling