+28.8%
SPYM vs CAI
-11.0%
+39.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -5.1% | +3.1% | -1.7% |
| 30D | -1.6% | +3.9% | -5.5% | -1.9% |
| 3M | +4.7% | +40.1% | -35.3% | +2.7% |
| 6M | +12.6% | +29.7% | -17.1% | +10.3% |
| YTD | +11.8% | -10.9% | +22.7% | +11.0% |
| 1Y | +17.5% | -28.0% | +45.6% | +17.3% |
| All | +28.8% | -11.0% | +39.7% | +27.9% |
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