-20.7%
TMUS vs CAI
-11.3%
-9.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.8% |
| 7D | +6.5% | -8.0% | +14.5% | +5.9% |
| 30D | +11.3% | -18.9% | +30.1% | +9.9% |
| 3M | -2.9% | +7.6% | -10.5% | -2.8% |
| 6M | -10.5% | +43.0% | -53.5% | -9.3% |
| YTD | -14.4% | -11.2% | -3.2% | -13.9% |
| 1Y | -17.9% | -3.3% | -14.6% | -17.4% |
| All | -20.7% | -11.3% | -9.4% | -20.8% |
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