+330.4%
TER vs CAI
-11.0%
+341.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.5% |
| 7D | +9.4% | -5.1% | +14.4% | +10.1% |
| 30D | -2.4% | +3.9% | -6.3% | -3.2% |
| 3M | +6.5% | +40.1% | -33.6% | -0.5% |
| 6M | +23.2% | +29.7% | -6.5% | +15.6% |
| YTD | +91.5% | -10.9% | +102.4% | +88.1% |
| 1Y | +214.8% | -28.0% | +242.8% | +217.4% |
| All | +330.4% | -11.0% | +341.4% | +316.3% |
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