-30.6%
SPXU vs CAI
+12.6%
-43.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -4.7% |
| 7D | +2.2% | -6.3% | +8.5% | +1.2% |
| 30D | +3.8% | +9.3% | -5.5% | +5.5% |
| 3M | +3.3% | +106.3% | -103.1% | +18.3% |
| 6M | -16.7% | +77.7% | -94.5% | -6.2% |
| YTD | -28.6% | +23.1% | -51.8% | -22.3% |
| 1Y | -30.6% | +6.5% | -37.1% | -26.1% |
| All | -30.6% | +12.6% | -43.1% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling