-47.2%
SFM vs CAI
-26.7%
-20.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.8% |
| 7D | -10.6% | -2.9% | -7.7% | -10.7% |
| 30D | -15.5% | +9.3% | -24.8% | -15.2% |
| 3M | -17.4% | +35.2% | -52.7% | -17.0% |
| 6M | -3.4% | +30.7% | -34.2% | -2.9% |
| YTD | -8.7% | -9.8% | +1.1% | -12.2% |
| 1Y | -47.2% | -28.9% | -18.3% | -48.2% |
| All | -47.2% | -26.7% | -20.4% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling