-5.2%
SNY vs CAI
-9.9%
+4.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -3.3% | -2.9% | -0.4% | -3.1% |
| 30D | -2.2% | +9.3% | -11.5% | -2.9% |
| 3M | -3.0% | +35.2% | -38.3% | -5.5% |
| 6M | +2.7% | +30.7% | -28.0% | -0.6% |
| YTD | -6.8% | -9.8% | +2.9% | -7.6% |
| 1Y | -5.3% | -28.9% | +23.6% | -3.8% |
| All | -5.2% | -9.9% | +4.6% | -7.0% |
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