-14.8%
TW vs CAI
-26.7%
+12.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.0% |
| 7D | -4.5% | -2.9% | -1.6% | -4.6% |
| 30D | -2.3% | +9.3% | -11.6% | -1.9% |
| 3M | +2.6% | +35.2% | -32.6% | +4.1% |
| 6M | -17.5% | +30.7% | -48.3% | -16.1% |
| YTD | -5.3% | -9.8% | +4.5% | -5.4% |
| 1Y | -14.8% | -28.9% | +14.1% | -15.3% |
| All | -14.8% | -26.7% | +12.0% | -15.3% |
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