+70.1%
SU vs CAI
-31.3%
+101.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +2.9% | -2.2% | +5.1% | +2.8% |
| 30D | +7.2% | +52.4% | -45.2% | +10.6% |
| 3M | +2.8% | +45.1% | -42.2% | +5.9% |
| 6M | +18.2% | +26.2% | -8.0% | +21.4% |
| YTD | +54.0% | -7.1% | +61.1% | +56.2% |
| 1Y | +70.1% | -31.0% | +101.1% | +67.2% |
| All | +70.1% | -31.3% | +101.4% | +67.2% |
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