-38.2%
SNDU vs CAI
+42.2%
-80.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -21.6% | -22.5% | -38.4% |
| 7D | -67.5% | -28.0% | -39.5% | -64.2% |
| 30D | -80.3% | -5.2% | -75.1% | -77.7% |
| 3M | -74.1% | +58.2% | -132.4% | -69.7% |
| 6M | -85.8% | +37.4% | -123.1% | -83.5% |
| All | -38.2% | +42.2% | -80.4% | -37.1% |
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