+165.5%
SITM vs CAI
-31.3%
+196.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.8% |
| 7D | +9.7% | -2.2% | +11.9% | +10.3% |
| 30D | +12.7% | +52.4% | -39.7% | -0.1% |
| 3M | -13.4% | +45.1% | -58.5% | -22.7% |
| 6M | +59.6% | +26.2% | +33.4% | +42.9% |
| YTD | +73.3% | -7.1% | +80.4% | +52.1% |
| 1Y | +165.5% | -31.0% | +196.6% | +150.5% |
| All | +165.5% | -31.3% | +196.8% | +150.5% |
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 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