+37.2%
TPR vs CAI
-11.0%
+48.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.1% |
| 7D | -7.3% | -3.1% | -4.2% | -7.1% |
| 30D | -30.7% | +2.7% | -33.4% | -30.9% |
| 3M | -21.6% | +41.7% | -63.3% | -23.9% |
| 6M | -21.3% | +26.5% | -47.8% | -23.6% |
| YTD | -10.2% | -10.9% | +0.8% | -11.1% |
| 1Y | +9.5% | -29.2% | +38.7% | +7.6% |
| All | +37.2% | -11.0% | +48.2% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling