-88.1%
SMR vs CAI
-14.7%
-73.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.9% |
| 7D | -8.3% | -8.7% | +0.4% | -5.0% |
| 30D | -20.1% | -23.8% | +3.8% | -11.2% |
| 3M | -52.7% | +3.9% | -56.6% | -53.7% |
| 6M | -61.0% | +56.8% | -117.9% | -67.8% |
| YTD | -67.1% | -14.6% | -52.5% | -66.7% |
| 1Y | -79.9% | -5.2% | -74.7% | -80.2% |
| All | -88.1% | -14.7% | -73.4% | -89.2% |
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 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