-21.6%
SAP vs CAI
-31.0%
+9.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | -0.3% | -3.1% | +2.8% | +0.2% |
| 30D | +0.3% | +2.7% | -2.4% | -0.3% |
| 3M | +16.9% | +41.7% | -24.8% | +10.6% |
| 6M | +6.3% | +26.5% | -20.1% | +1.3% |
| YTD | -12.4% | -10.9% | -1.5% | -12.6% |
| 1Y | -21.6% | -29.2% | +7.6% | -20.3% |
| All | -21.6% | -31.0% | +9.3% | -20.3% |
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