+46.9%
SN vs CAI
-31.0%
+77.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.9% |
| 7D | -3.4% | -3.1% | -0.3% | -2.9% |
| 30D | -9.1% | +2.7% | -11.8% | -9.6% |
| 3M | +31.8% | +41.7% | -9.9% | +23.7% |
| 6M | +52.0% | +26.5% | +25.6% | +42.9% |
| YTD | +51.3% | -10.9% | +62.2% | +41.2% |
| 1Y | +46.9% | -29.2% | +76.1% | +33.4% |
| All | +46.9% | -31.0% | +77.8% | +33.4% |
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