+19.3%
TPR vs CAI
+12.6%
+6.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.5% |
| 7D | +12.6% | -6.3% | +18.9% | +13.2% |
| 30D | +7.1% | +9.3% | -2.2% | +6.2% |
| 3M | -19.4% | +106.3% | -125.7% | -25.8% |
| 6M | -9.7% | +77.7% | -87.5% | -16.7% |
| YTD | -1.0% | +23.1% | -24.1% | -1.8% |
| 1Y | +19.3% | +6.5% | +12.8% | +25.0% |
| All | +19.3% | +12.6% | +6.7% | +25.0% |
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