-28.0%
SE vs CAI
-7.1%
-20.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -6.1% | -2.2% | -3.9% | -5.7% |
| 30D | -2.5% | +52.4% | -54.9% | -11.1% |
| 3M | +21.7% | +45.1% | -23.4% | +11.9% |
| 6M | +27.0% | +26.2% | +0.8% | +18.7% |
| YTD | -12.1% | -7.1% | -5.1% | -12.4% |
| 1Y | -40.9% | -31.0% | -9.9% | -36.3% |
| All | -28.0% | -7.1% | -20.9% | -29.7% |
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