+6.0%
SO vs CAI
-6.2%
+12.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.1% |
| 7D | +1.4% | -8.7% | +10.0% | +1.1% |
| 30D | +4.7% | -23.8% | +28.6% | +4.1% |
| 3M | +1.7% | +3.9% | -2.2% | +1.6% |
| 6M | +2.2% | +56.8% | -54.7% | +2.2% |
| YTD | +10.0% | -14.6% | +24.6% | +8.0% |
| 1Y | +6.0% | -5.2% | +11.2% | +5.7% |
| All | +6.0% | -6.2% | +12.2% | +5.7% |
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