+67.2%
SU vs CAI
-26.7%
+94.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.1% |
| 7D | +2.2% | -2.9% | +5.1% | +2.0% |
| 30D | +8.4% | +9.3% | -0.9% | +9.2% |
| 3M | +12.1% | +35.2% | -23.1% | +14.9% |
| 6M | +19.7% | +30.7% | -11.1% | +22.7% |
| YTD | +58.4% | -9.8% | +68.2% | +60.5% |
| 1Y | +67.2% | -28.9% | +96.1% | +67.1% |
| All | +67.2% | -26.7% | +94.0% | +67.1% |
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