-38.4%
TRI vs CAI
-31.3%
-7.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.3% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +7.9% | +52.4% | -44.5% | +2.6% |
| 3M | +24.1% | +45.1% | -21.0% | +18.4% |
| 6M | +3.8% | +26.2% | -22.4% | -0.3% |
| YTD | -16.9% | -7.1% | -9.8% | -18.5% |
| 1Y | -38.4% | -31.0% | -7.4% | -37.4% |
| All | -38.4% | -31.3% | -7.1% | -37.4% |
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