-26.3%
SKHY vs CAI
+45.0%
-71.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -21.6% | +8.2% | -9.3% |
| 7D | -23.6% | -28.0% | +4.4% | -19.4% |
| 30D | -32.1% | -5.2% | -26.9% | -28.4% |
| 3M | -18.0% | +58.2% | -76.2% | -10.7% |
| All | -26.3% | +45.0% | -71.3% | -19.8% |
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 · Available span rolling