-27.6%
SAP vs CAI
-9.9%
-17.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | +1.1% | +9.3% | -8.3% | -0.2% |
| 3M | +26.1% | +35.2% | -9.1% | +20.9% |
| 6M | +9.8% | +30.7% | -20.9% | +4.8% |
| YTD | -13.6% | -9.8% | -3.8% | -14.5% |
| 1Y | -18.7% | -28.9% | +10.2% | -18.4% |
| All | -27.6% | -9.9% | -17.7% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling