-25.4%
TRMB vs CAI
-31.3%
+5.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | +1.5% | +52.4% | -50.9% | -4.2% |
| 3M | +6.8% | +45.1% | -38.3% | +1.1% |
| 6M | -14.9% | +26.2% | -41.2% | -18.7% |
| YTD | -24.1% | -7.1% | -17.0% | -24.8% |
| 1Y | -25.4% | -31.0% | +5.6% | -23.1% |
| All | -25.4% | -31.3% | +5.9% | -23.1% |
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