+190.2%
TER vs CAI
-14.7%
+204.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.5% | -4.7% |
| 7D | +14.4% | -8.7% | +23.0% | +16.2% |
| 30D | -30.6% | -23.8% | -6.7% | -26.7% |
| 3M | -39.2% | +3.9% | -43.1% | -38.8% |
| 6M | -31.3% | +56.8% | -88.1% | -36.6% |
| YTD | +29.1% | -14.6% | +43.7% | +29.5% |
| 1Y | +47.4% | -5.2% | +52.6% | +46.3% |
| All | +190.2% | -14.7% | +204.8% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling