+45.8%
TNA vs CAI
-26.7%
+72.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | -7.3% | -2.9% | -4.4% | -6.5% |
| 30D | -14.2% | +9.3% | -23.5% | -16.6% |
| 3M | -4.6% | +35.2% | -39.8% | -14.1% |
| 6M | +36.9% | +30.7% | +6.2% | +21.6% |
| YTD | +42.5% | -9.8% | +52.3% | +39.1% |
| 1Y | +45.8% | -28.9% | +74.6% | +51.0% |
| All | +45.8% | -26.7% | +72.5% | +51.0% |
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