+83.1%
SM vs CAI
-6.2%
+89.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.3% |
| 7D | +9.4% | -8.7% | +18.1% | +8.8% |
| 30D | -14.4% | -23.8% | +9.5% | -15.2% |
| 3M | +1.6% | +3.9% | -2.3% | +3.6% |
| 6M | +6.3% | +56.8% | -50.5% | +14.3% |
| YTD | +78.8% | -14.6% | +93.4% | +83.8% |
| 1Y | +83.1% | -5.2% | +88.3% | +83.6% |
| All | +83.1% | -6.2% | +89.3% | +83.6% |
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