-15.0%
TEM vs CAI
-11.0%
-4.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -9.2% | -5.1% | -4.1% | -6.6% |
| 30D | +5.5% | +3.9% | +1.6% | +4.0% |
| 3M | +18.7% | +40.1% | -21.4% | +1.2% |
| 6M | +15.4% | +29.7% | -14.3% | 0.0% |
| YTD | -0.5% | -10.9% | +10.4% | +0.5% |
| 1Y | -24.8% | -28.0% | +3.2% | -16.4% |
| All | -15.0% | -11.0% | -4.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling