-51.6%
SE vs CAI
-14.7%
-36.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +1.8% |
| 7D | -0.5% | -8.7% | +8.2% | +1.2% |
| 30D | -20.9% | -23.8% | +2.9% | -17.2% |
| 3M | -38.9% | +3.9% | -42.8% | -40.2% |
| 6M | -19.4% | +56.8% | -76.3% | -28.6% |
| YTD | -40.9% | -14.6% | -26.3% | -40.9% |
| 1Y | -46.2% | -5.2% | -41.0% | -47.4% |
| All | -51.6% | -14.7% | -36.9% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling