-11.1%
SPGI vs CAI
-11.0%
-0.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.3% |
| 7D | -3.1% | -3.1% | 0.0% | -2.8% |
| 30D | +2.0% | +2.7% | -0.7% | +1.6% |
| 3M | +4.3% | +41.7% | -37.4% | +0.5% |
| 6M | -0.2% | +26.5% | -26.7% | -3.5% |
| YTD | -14.8% | -10.9% | -3.9% | -16.1% |
| 1Y | -18.5% | -29.2% | +10.7% | -19.2% |
| All | -11.1% | -11.0% | -0.1% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling