-48.0%
TRI vs CAI
-9.9%
-38.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | -7.9% | -2.9% | -5.0% | -7.6% |
| 30D | -4.5% | +9.3% | -13.9% | -5.6% |
| 3M | +22.1% | +35.2% | -13.1% | +17.7% |
| 6M | -2.8% | +30.7% | -33.5% | -6.7% |
| YTD | -23.4% | -9.8% | -13.6% | -24.3% |
| 1Y | -41.5% | -28.9% | -12.7% | -41.0% |
| All | -48.0% | -9.9% | -38.2% | -48.9% |
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 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