-6.5%
SAP vs CAI
-0.6%
-5.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.0% |
| 7D | +1.5% | -25.6% | +27.1% | +4.5% |
| 30D | +8.8% | -17.7% | +26.6% | +10.4% |
| 3M | +12.1% | +4.4% | +7.7% | +9.0% |
| 6M | +34.6% | +51.3% | -16.7% | +22.8% |
| YTD | -2.1% | -9.5% | +7.3% | -3.1% |
| All | -6.5% | -0.6% | -5.9% | -8.8% |
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 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