+54.2%
TMO vs CAI
-11.0%
+65.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -2.5% | -5.1% | +2.6% | -1.7% |
| 30D | -0.3% | +3.9% | -4.2% | -1.1% |
| 3M | +25.3% | +40.1% | -14.8% | +17.8% |
| 6M | +20.9% | +29.7% | -8.8% | +14.1% |
| YTD | +4.3% | -10.9% | +15.2% | +1.6% |
| 1Y | +27.0% | -28.0% | +55.1% | +25.6% |
| All | +54.2% | -11.0% | +65.2% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling