+94.5%
SN vs CAI
-7.1%
+101.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -9.3% | -2.2% | -7.1% | -9.0% |
| 30D | -4.8% | +52.4% | -57.2% | -10.7% |
| 3M | +40.4% | +45.1% | -4.7% | +32.4% |
| 6M | +50.9% | +26.2% | +24.7% | +42.6% |
| YTD | +54.9% | -7.1% | +62.0% | +47.1% |
| 1Y | +43.0% | -31.0% | +74.1% | +37.3% |
| All | +94.5% | -7.1% | +101.6% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling