+3.6%
TEM vs CAI
-14.7%
+18.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.8% | -3.5% |
| 7D | -5.9% | -8.7% | +2.8% | -0.7% |
| 30D | +4.8% | -23.8% | +28.6% | +20.1% |
| 3M | +31.9% | +3.9% | +28.0% | +29.9% |
| 6M | +56.0% | +56.8% | -0.9% | +26.2% |
| YTD | +21.3% | -14.6% | +35.9% | +24.8% |
| 1Y | +5.4% | -5.2% | +10.6% | +2.8% |
| All | +3.6% | -14.7% | +18.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling