+84.6%
TGT vs CAI
-31.3%
+115.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | +12.2% | +52.4% | -40.2% | +10.0% |
| 3M | +33.8% | +45.1% | -11.3% | +31.4% |
| 6M | +39.3% | +26.2% | +13.1% | +37.3% |
| YTD | +72.9% | -7.1% | +79.9% | +71.3% |
| 1Y | +84.6% | -31.0% | +115.6% | +85.8% |
| All | +84.6% | -31.3% | +115.8% | +85.8% |
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