-72.4%
SMR vs CAI
-11.0%
-61.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.1% |
| 7D | +13.1% | -3.1% | +16.2% | +14.4% |
| 30D | +17.8% | +2.7% | +15.1% | +16.5% |
| 3M | +8.1% | +41.7% | -33.6% | -6.2% |
| 6M | -11.1% | +26.5% | -37.6% | -20.7% |
| YTD | -23.7% | -10.9% | -12.8% | -23.5% |
| 1Y | -69.4% | -29.2% | -40.2% | -68.0% |
| All | -72.4% | -11.0% | -61.4% | -75.2% |
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