+57.8%
SAN vs CAI
-31.3%
+89.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | +2.0% | +52.4% | -50.4% | -1.5% |
| 3M | +19.7% | +45.1% | -25.4% | +15.8% |
| 6M | +30.6% | +26.2% | +4.4% | +25.9% |
| YTD | +28.8% | -7.1% | +35.9% | +22.3% |
| 1Y | +57.8% | -31.0% | +88.8% | +48.2% |
| All | +57.8% | -31.3% | +89.0% | +48.2% |
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 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