-27.2%
SE vs CAI
-8.1%
-19.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -0.1% | +9.1% | -9.2% | -1.9% |
| 3M | +34.1% | +53.8% | -19.6% | +21.6% |
| 6M | +23.2% | +33.5% | -10.3% | +13.6% |
| YTD | -11.2% | -8.0% | -3.2% | -11.3% |
| 1Y | -40.5% | -28.7% | -11.8% | -36.6% |
| All | -27.2% | -8.1% | -19.1% | -28.8% |
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 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