-33.5%
TEM vs CAI
-26.7%
-6.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.2% |
| 7D | -8.7% | -2.9% | -5.8% | -7.2% |
| 30D | +8.1% | +9.3% | -1.3% | +3.8% |
| 3M | +19.0% | +35.2% | -16.2% | +3.3% |
| 6M | +12.0% | +30.7% | -18.7% | -3.5% |
| YTD | -0.1% | -9.8% | +9.7% | -1.1% |
| 1Y | -33.5% | -28.9% | -4.7% | -25.2% |
| All | -33.5% | -26.7% | -6.8% | -25.2% |
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 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