+44.7%
SM vs CAI
-11.0%
+55.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.4% |
| 7D | -0.2% | -3.1% | +2.9% | -0.4% |
| 30D | +20.3% | +2.7% | +17.6% | +20.4% |
| 3M | +22.9% | +41.7% | -18.8% | +25.4% |
| 6M | +47.8% | +26.5% | +21.4% | +50.6% |
| YTD | +107.5% | -10.9% | +118.4% | +113.5% |
| 1Y | +51.7% | -29.2% | +81.0% | +57.8% |
| All | +44.7% | -11.0% | +55.7% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling