+145.8%
SITM vs CAI
-26.7%
+172.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.2% |
| 7D | +3.9% | -2.9% | +6.8% | +4.7% |
| 30D | -6.6% | +9.3% | -15.9% | -9.1% |
| 3M | -11.9% | +35.2% | -47.1% | -20.3% |
| 6M | +81.1% | +30.7% | +50.4% | +63.5% |
| YTD | +80.0% | -9.8% | +89.8% | +58.5% |
| 1Y | +145.8% | -28.9% | +174.7% | +124.8% |
| All | +145.8% | -26.7% | +172.6% | +124.8% |
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 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