-49.7%
SFM vs CAI
-7.1%
-42.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.8% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | -4.4% | +52.4% | -56.8% | -3.1% |
| 3M | +1.5% | +45.1% | -43.6% | +2.7% |
| 6M | +6.5% | +26.2% | -19.8% | +6.7% |
| YTD | +2.2% | -7.1% | +9.3% | +0.1% |
| 1Y | -41.9% | -31.0% | -10.9% | -43.4% |
| All | -49.7% | -7.1% | -42.6% | -50.4% |
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