+86.2%
SU vs CAI
+12.6%
+73.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.5% |
| 7D | -7.1% | -6.3% | -0.8% | -7.4% |
| 30D | +4.8% | +9.3% | -4.6% | +5.3% |
| 3M | +12.5% | +106.3% | -93.8% | +18.5% |
| 6M | +6.5% | +77.7% | -71.3% | +11.6% |
| YTD | +65.8% | +23.1% | +42.7% | +72.1% |
| 1Y | +86.2% | +6.5% | +79.6% | +91.1% |
| All | +86.2% | +12.6% | +73.6% | +91.1% |
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