-26.4%
SPOT vs CAI
-11.0%
-15.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -6.5% | -3.1% | -3.4% | -6.2% |
| 30D | +2.2% | +2.7% | -0.5% | +1.8% |
| 3M | +5.4% | +41.7% | -36.3% | +2.0% |
| 6M | -4.0% | +26.5% | -30.5% | -6.3% |
| YTD | -9.9% | -10.9% | +1.0% | -12.6% |
| 1Y | -27.3% | -29.2% | +1.9% | -29.3% |
| All | -26.4% | -11.0% | -15.4% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling