+46.0%
SM vs CAI
-26.7%
+72.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.1% |
| 7D | +4.6% | -2.9% | +7.5% | +4.4% |
| 30D | +18.2% | +9.3% | +8.9% | +18.8% |
| 3M | +22.5% | +35.2% | -12.7% | +25.5% |
| 6M | +50.6% | +30.7% | +19.8% | +54.0% |
| YTD | +108.1% | -9.8% | +117.9% | +115.9% |
| 1Y | +46.0% | -28.9% | +74.9% | +55.4% |
| All | +46.0% | -26.7% | +72.7% | +55.4% |
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