+60.3%
TPR vs CAI
-6.6%
+66.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | +14.2% | -26.5% | +40.7% | +15.0% |
| 30D | +17.1% | -6.9% | +24.0% | +16.4% |
| 3M | -17.7% | +26.1% | -43.9% | -20.2% |
| 6M | -10.2% | +31.9% | -42.1% | -14.0% |
| YTD | +4.9% | -6.5% | +11.4% | +2.2% |
| 1Y | +36.1% | +2.5% | +33.6% | +31.8% |
| All | +60.3% | -6.6% | +66.8% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling