+47.4%
TPR vs CAI
-7.1%
+54.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -23.0% | +52.4% | -75.4% | -25.4% |
| 3M | -12.5% | +45.1% | -57.6% | -15.2% |
| 6M | -21.4% | +26.2% | -47.7% | -23.7% |
| YTD | -3.5% | -7.1% | +3.6% | -4.8% |
| 1Y | +17.4% | -31.0% | +48.4% | +14.0% |
| All | +47.4% | -7.1% | +54.6% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling