+29.9%
TPR vs CAI
-2.4%
+32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.4% |
| 7D | +12.7% | -20.3% | +33.0% | +12.8% |
| 30D | +17.1% | -13.9% | +31.0% | +16.7% |
| 3M | -15.9% | +12.4% | -28.3% | -17.9% |
| 6M | +2.6% | +58.3% | -55.7% | -3.4% |
| YTD | +7.5% | -5.2% | +12.7% | +3.6% |
| All | +29.9% | -2.4% | +32.3% | +24.3% |
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