-30.2%
SE vs CAI
-11.0%
-19.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.4% |
| 7D | -3.6% | -3.1% | -0.5% | -3.0% |
| 30D | -5.3% | +2.7% | -8.0% | -5.9% |
| 3M | +28.1% | +41.7% | -13.6% | +18.3% |
| 6M | +20.7% | +26.5% | -5.8% | +12.6% |
| YTD | -14.8% | -10.9% | -3.9% | -14.3% |
| 1Y | -43.6% | -29.2% | -14.4% | -39.9% |
| All | -30.2% | -11.0% | -19.2% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling