+66.7%
SNXX vs CAI
+28.9%
+37.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.9% | -15.8% |
| 7D | -47.8% | -6.3% | -41.5% | -47.4% |
| 30D | -66.0% | +9.3% | -75.3% | -65.7% |
| 3M | -57.5% | +106.3% | -163.8% | -59.0% |
| 6M | -66.7% | +77.7% | -144.5% | -67.8% |
| All | +66.7% | +28.9% | +37.8% | +63.9% |
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