+85.1%
SAN vs CAI
-11.0%
+96.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -0.5% | -3.1% | +2.6% | -0.2% |
| 30D | -0.1% | +2.7% | -2.8% | -0.4% |
| 3M | +19.6% | +41.7% | -22.0% | +15.3% |
| 6M | +32.7% | +26.5% | +6.2% | +28.2% |
| YTD | +26.7% | -10.9% | +37.6% | +23.7% |
| 1Y | +51.6% | -29.2% | +80.9% | +50.8% |
| All | +85.1% | -11.0% | +96.1% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling