-30.8%
SE vs CAI
-11.0%
-19.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | -18.1% | +3.9% | -22.0% | -18.8% |
| 3M | +30.6% | +40.1% | -9.5% | +21.0% |
| 6M | +20.8% | +29.7% | -8.9% | +12.1% |
| YTD | -15.6% | -10.9% | -4.7% | -15.1% |
| 1Y | -44.2% | -28.0% | -16.2% | -40.9% |
| All | -30.8% | -11.0% | -19.9% | -31.9% |
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