-71.0%
SMR vs CAI
-27.6%
-43.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | -5.1% | +9.8% | +6.9% |
| 30D | +3.2% | +3.9% | -0.7% | +1.7% |
| 3M | +9.9% | +40.1% | -30.2% | -5.0% |
| 6M | -15.1% | +29.7% | -44.8% | -25.6% |
| YTD | -27.9% | -10.9% | -17.0% | -27.0% |
| All | -71.0% | -27.6% | -43.3% | -70.7% |
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