+332.6%
TER vs CAI
-8.1%
+340.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +11.0% | +0.2% | +10.8% | +10.9% |
| 30D | -1.9% | +9.1% | -11.0% | -3.4% |
| 3M | -0.7% | +53.8% | -54.4% | -8.8% |
| 6M | +36.4% | +33.5% | +2.9% | +27.5% |
| YTD | +92.4% | -8.0% | +100.5% | +88.2% |
| 1Y | +213.5% | -28.7% | +242.2% | +217.0% |
| All | +332.6% | -8.1% | +340.7% | +316.6% |
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 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