-7.0%
TLT vs CAI
-6.2%
-0.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.3% |
| 7D | -3.1% | -8.7% | +5.6% | -2.9% |
| 30D | +1.0% | -23.8% | +24.9% | +1.4% |
| 3M | -2.7% | +3.9% | -6.6% | -3.2% |
| 6M | -4.1% | +56.8% | -61.0% | -5.5% |
| YTD | -5.4% | -14.6% | +9.3% | -5.9% |
| 1Y | -7.0% | -5.2% | -1.8% | -7.4% |
| All | -7.0% | -6.2% | -0.8% | -7.4% |
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 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