+72.2%
TGT vs CAI
-11.0%
+83.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -5.0% | -5.1% | 0.0% | -4.8% |
| 30D | +3.0% | +3.9% | -0.8% | +2.7% |
| 3M | +22.6% | +40.1% | -17.5% | +20.4% |
| 6M | +31.2% | +29.7% | +1.5% | +29.0% |
| YTD | +63.7% | -10.9% | +74.6% | +63.3% |
| 1Y | +78.5% | -28.0% | +106.5% | +80.7% |
| All | +72.2% | -11.0% | +83.2% | +75.4% |
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