-63.2%
SPCH vs CAI
+81.2%
-144.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -8.2% |
| 7D | -13.4% | -6.3% | -7.1% | -10.1% |
| 30D | -39.6% | +9.3% | -49.0% | -42.9% |
| 3M | -1.4% | +106.3% | -107.7% | -43.4% |
| All | -63.2% | +81.2% | -144.4% | -77.3% |
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 · Available span rolling