-19.9%
TRMB vs CAI
-11.0%
-8.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -2.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.5% |
| 30D | -1.8% | +2.7% | -4.5% | -2.3% |
| 3M | +8.4% | +41.7% | -33.3% | +3.2% |
| 6M | -18.5% | +26.5% | -45.0% | -22.0% |
| YTD | -26.7% | -10.9% | -15.8% | -27.2% |
| 1Y | -28.3% | -29.2% | +0.9% | -27.5% |
| All | -19.9% | -11.0% | -8.9% | -19.7% |
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