-49.3%
SPXS vs CAI
-11.0%
-38.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +6.4% | -5.1% | +11.4% | +5.6% |
| 30D | +6.0% | +3.9% | +2.1% | +6.8% |
| 3M | -11.6% | +40.1% | -51.7% | -6.2% |
| 6M | -28.7% | +29.7% | -58.4% | -23.8% |
| YTD | -26.3% | -10.9% | -15.4% | -24.0% |
| 1Y | -34.9% | -28.0% | -6.9% | -33.9% |
| All | -49.3% | -11.0% | -38.3% | -47.8% |
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 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