+46.3%
TECH vs CAI
-9.3%
+55.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -26.3% | +26.4% | +5.3% |
| 30D | +0.3% | -17.5% | +17.8% | +2.9% |
| 3M | +1.0% | +5.8% | -4.8% | -3.2% |
| 6M | +54.0% | +53.6% | +0.3% | +32.5% |
| YTD | +24.3% | -9.2% | +33.6% | +17.8% |
| 1Y | +23.7% | -2.7% | +26.4% | +15.3% |
| All | +46.3% | -9.3% | +55.6% | +41.2% |
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