-17.8%
SAP vs CAI
-9.3%
-8.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | -26.3% | +23.8% | +0.4% |
| 30D | +7.5% | -17.5% | +25.0% | +8.9% |
| 3M | +11.6% | +5.8% | +5.8% | +9.0% |
| 6M | +37.6% | +53.6% | -16.0% | +27.4% |
| YTD | -2.0% | -9.2% | +7.3% | -4.5% |
| 1Y | -6.4% | -2.7% | -3.7% | -9.4% |
| All | -17.8% | -9.3% | -8.5% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling