+13.2%
TPR vs CAI
-28.7%
+41.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | -27.3% | +9.1% | -36.5% | -28.1% |
| 3M | -16.2% | +53.8% | -70.0% | -21.0% |
| 6M | -17.9% | +33.5% | -51.4% | -22.2% |
| YTD | -7.1% | -8.0% | +0.9% | -6.1% |
| All | +13.2% | -28.7% | +41.9% | +18.9% |
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