+41.4%
TRV vs CAI
-11.0%
+52.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -5.1% | +3.6% | -1.4% |
| 30D | -1.8% | +3.9% | -5.7% | -1.9% |
| 3M | +21.6% | +40.1% | -18.5% | +20.7% |
| 6M | +22.5% | +29.7% | -7.2% | +21.4% |
| YTD | +28.1% | -10.9% | +39.0% | +28.1% |
| 1Y | +37.0% | -28.0% | +65.1% | +38.4% |
| All | +41.4% | -11.0% | +52.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling