+50.2%
SAN vs CAI
-26.7%
+77.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.2% |
| 7D | +0.2% | -2.9% | +3.1% | +0.4% |
| 30D | +0.9% | +9.3% | -8.4% | +0.2% |
| 3M | +19.1% | +35.2% | -16.1% | +15.9% |
| 6M | +33.2% | +30.7% | +2.5% | +28.8% |
| YTD | +29.1% | -9.8% | +38.9% | +22.6% |
| 1Y | +50.2% | -28.9% | +79.1% | +42.5% |
| All | +50.2% | -26.7% | +77.0% | +42.5% |
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