-17.5%
SAP vs CAI
-14.7%
-2.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.8% |
| 7D | +0.6% | -8.7% | +9.3% | +1.6% |
| 30D | +6.5% | -23.8% | +30.4% | +9.0% |
| 3M | +12.2% | +3.9% | +8.4% | +9.7% |
| 6M | +46.1% | +56.8% | -10.8% | +34.7% |
| YTD | -1.6% | -14.6% | +13.0% | -3.5% |
| 1Y | -5.1% | -5.2% | +0.1% | -7.8% |
| All | -17.5% | -14.7% | -2.9% | -19.7% |
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