-1.4%
TLT vs CAI
-11.0%
+9.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | -5.1% | +3.5% | -1.5% |
| 30D | -1.3% | +3.9% | -5.2% | -1.4% |
| 3M | -3.7% | +40.1% | -43.8% | -4.2% |
| 6M | -6.4% | +29.7% | -36.0% | -6.9% |
| YTD | -4.5% | -10.9% | +6.4% | -5.0% |
| 1Y | -5.9% | -28.0% | +22.2% | -6.4% |
| All | -1.4% | -11.0% | +9.6% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling