-6.5%
TEM vs CAI
-7.1%
+0.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +0.9% | -2.2% | +3.1% | +2.1% |
| 30D | +38.4% | +52.4% | -14.0% | +12.4% |
| 3M | +23.7% | +45.1% | -21.4% | +3.5% |
| 6M | +26.0% | +26.2% | -0.2% | +9.9% |
| YTD | +9.4% | -7.1% | +16.5% | +8.1% |
| 1Y | -17.3% | -31.0% | +13.8% | -6.7% |
| All | -6.5% | -7.1% | +0.7% | -9.7% |
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