+4.8%
SGOV vs CAI
-9.9%
+14.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | 0.0% | -2.9% | +3.0% | 0.0% |
| 30D | +0.3% | +9.3% | -9.0% | +0.3% |
| 3M | +0.9% | +35.2% | -34.3% | +1.0% |
| 6M | +1.8% | +30.7% | -28.9% | +1.9% |
| YTD | +2.5% | -9.8% | +12.3% | +2.5% |
| 1Y | +3.8% | -28.9% | +32.6% | +3.8% |
| All | +4.8% | -9.9% | +14.7% | +4.8% |
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