-25.3%
TW vs CAI
-8.1%
-17.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.0% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | +0.5% | +9.1% | -8.6% | +0.6% |
| 3M | +4.9% | +53.8% | -48.8% | +5.5% |
| 6M | -17.1% | +33.5% | -50.6% | -16.6% |
| YTD | -3.9% | -8.0% | +4.2% | -2.8% |
| 1Y | -13.3% | -28.7% | +15.4% | -11.0% |
| All | -25.3% | -8.1% | -17.2% | -26.4% |
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