+0.1%
SPGI vs CAI
-5.3%
+5.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.9% | -20.3% | +19.5% | +0.8% |
| 30D | +15.5% | -13.9% | +29.4% | +16.5% |
| 3M | +15.7% | +12.4% | +3.2% | +13.5% |
| 6M | +19.1% | +58.3% | -39.3% | +12.4% |
| YTD | -4.1% | -5.2% | +1.2% | -6.7% |
| 1Y | +1.2% | -0.2% | +1.4% | -1.9% |
| All | +0.1% | -5.3% | +5.4% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling