+46.3%
TECH vs CAI
-11.3%
+57.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.5% |
| 7D | +0.2% | -8.0% | +8.2% | +1.8% |
| 30D | +0.5% | -18.9% | +19.4% | +3.4% |
| 3M | +1.0% | +7.6% | -6.7% | -3.7% |
| 6M | +54.1% | +43.0% | +11.1% | +34.9% |
| YTD | +24.4% | -11.2% | +35.6% | +18.3% |
| 1Y | +19.3% | -3.3% | +22.6% | +11.3% |
| All | +46.3% | -11.3% | +57.6% | +41.9% |
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