+111.1%
SN vs CAI
+51.4%
+59.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | +3.5% | -26.3% | +29.8% | +6.8% |
| 30D | +19.4% | -17.5% | +37.0% | +21.4% |
| 3M | +20.9% | +5.8% | +15.1% | +17.5% |
| 6M | +111.1% | +53.6% | +57.5% | +86.6% |
| All | +111.1% | +51.4% | +59.8% | +86.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling