+57.0%
SPG vs CAI
-14.7%
+71.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | -0.1% |
| 7D | +2.0% | -8.7% | +10.7% | +2.3% |
| 30D | +17.2% | -23.8% | +41.1% | +18.1% |
| 3M | +6.3% | +3.9% | +2.4% | +5.7% |
| 6M | +18.7% | +56.8% | -38.1% | +15.4% |
| YTD | +30.1% | -14.6% | +44.7% | +29.1% |
| 1Y | +32.8% | -5.2% | +37.9% | +30.8% |
| All | +57.0% | -14.7% | +71.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling