+21.7%
TW vs CAI
+12.6%
+9.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +6.0% | -6.3% | +12.3% | +5.8% |
| 30D | +18.6% | +9.3% | +9.2% | +18.8% |
| 3M | +26.5% | +106.3% | -79.8% | +30.3% |
| 6M | +13.1% | +77.7% | -64.6% | +16.5% |
| YTD | +18.5% | +23.1% | -4.6% | +19.2% |
| 1Y | +21.7% | +6.5% | +15.2% | +21.6% |
| All | +21.7% | +12.6% | +9.1% | +21.6% |
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