+234.1%
TER vs CAI
-31.0%
+265.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.6% |
| 7D | +12.4% | -3.1% | +15.5% | +12.8% |
| 30D | +5.1% | +2.7% | +2.4% | +4.6% |
| 3M | +4.0% | +41.7% | -37.7% | -3.0% |
| 6M | +29.5% | +26.5% | +3.1% | +22.1% |
| YTD | +98.5% | -10.9% | +109.4% | +93.2% |
| 1Y | +234.1% | -29.2% | +263.3% | +234.7% |
| All | +234.1% | -31.0% | +265.1% | +234.7% |
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 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