+43.9%
SM vs CAI
-8.1%
+52.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.6% |
| 7D | -0.2% | +0.2% | -0.3% | -0.1% |
| 30D | +31.5% | +9.1% | +22.4% | +32.0% |
| 3M | +17.3% | +53.8% | -36.4% | +20.1% |
| 6M | +48.5% | +33.5% | +15.0% | +51.3% |
| YTD | +106.3% | -8.0% | +114.3% | +112.6% |
| 1Y | +47.3% | -28.7% | +76.0% | +53.5% |
| All | +43.9% | -8.1% | +52.0% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling