+185.3%
TER vs CAI
-9.5%
+194.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.2% | +0.5% |
| 7D | -8.9% | -25.6% | +16.7% | -4.0% |
| 30D | -39.1% | -17.7% | -21.3% | -36.5% |
| 3M | -32.8% | +4.4% | -37.2% | -32.5% |
| 6M | -31.7% | +51.3% | -83.0% | -36.7% |
| YTD | +26.9% | -9.5% | +36.4% | +26.0% |
| 1Y | +33.6% | -1.5% | +35.1% | +31.4% |
| All | +185.3% | -9.5% | +194.8% | +178.9% |
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