+26.8%
TEL vs CAI
-11.0%
+37.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +1.2% | -3.1% | +4.3% | +1.5% |
| 30D | -4.1% | +2.7% | -6.8% | -4.5% |
| 3M | -2.6% | +41.7% | -44.3% | -6.6% |
| 6M | 0.0% | +26.5% | -26.5% | -3.6% |
| YTD | -9.1% | -10.9% | +1.9% | -10.9% |
| 1Y | -0.8% | -29.2% | +28.4% | -2.3% |
| All | +26.8% | -11.0% | +37.8% | +26.9% |
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