-54.8%
SFM vs CAI
-11.0%
-43.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -4.0% |
| 7D | -7.2% | -3.1% | -4.1% | -7.2% |
| 30D | -14.3% | +2.7% | -17.0% | -14.2% |
| 3M | -13.7% | +41.7% | -55.4% | -12.8% |
| 6M | -6.0% | +26.5% | -32.5% | -5.5% |
| YTD | -8.2% | -10.9% | +2.7% | -10.2% |
| 1Y | -46.2% | -29.2% | -17.0% | -47.5% |
| All | -54.8% | -11.0% | -43.8% | -55.5% |
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