-31.0%
TRMB vs CAI
+12.6%
-43.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.1% | -18.4% | -17.4% |
| 7D | -15.7% | -6.3% | -9.4% | -15.1% |
| 30D | -7.8% | +9.3% | -17.1% | -8.9% |
| 3M | -9.3% | +106.3% | -115.6% | -17.9% |
| 6M | -20.8% | +77.7% | -98.6% | -27.4% |
| YTD | -30.8% | +23.1% | -53.9% | -34.1% |
| 1Y | -31.0% | +6.5% | -37.5% | -33.3% |
| All | -31.0% | +12.6% | -43.6% | -33.3% |
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