+249.9%
TTMI vs CAI
-8.1%
+258.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +12.2% | +0.2% | +12.0% | +12.1% |
| 30D | -5.7% | +9.1% | -14.9% | -7.2% |
| 3M | -27.5% | +53.8% | -81.3% | -32.8% |
| 6M | +47.1% | +33.5% | +13.6% | +37.6% |
| YTD | +87.5% | -8.0% | +95.5% | +81.9% |
| 1Y | +175.2% | -28.7% | +203.9% | +167.3% |
| All | +249.9% | -8.1% | +258.0% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling