-17.1%
TMUS vs CAI
-0.4%
-16.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | -26.3% | +34.4% | +5.4% |
| 30D | +13.4% | -17.5% | +30.9% | +11.6% |
| 3M | -3.0% | +5.8% | -8.9% | -2.6% |
| 6M | -8.8% | +53.6% | -62.4% | -5.5% |
| YTD | -13.8% | -9.2% | -4.6% | -14.6% |
| 1Y | -17.1% | -2.7% | -14.4% | -18.1% |
| All | -17.1% | -0.4% | -16.7% | -18.1% |
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 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