+194.8%
SNXX vs CAI
+31.3%
+163.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.0% |
| 7D | -12.0% | -2.9% | -9.1% | -12.2% |
| 30D | +37.9% | +9.3% | +28.6% | +38.8% |
| 3M | -52.7% | +35.2% | -87.9% | -52.2% |
| 6M | +194.8% | +30.7% | +164.1% | +173.2% |
| All | +194.8% | +31.3% | +163.5% | +173.2% |
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