-1.7%
SUI vs CAI
-11.3%
+9.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | -3.8% | -8.0% | +4.1% | -3.6% |
| 30D | +3.9% | -18.9% | +22.8% | +4.1% |
| 3M | +0.2% | +7.6% | -7.4% | -0.8% |
| 6M | -4.2% | +43.0% | -47.1% | -6.3% |
| YTD | -2.5% | -11.2% | +8.7% | -3.2% |
| 1Y | -4.0% | -3.3% | -0.8% | -5.0% |
| All | -1.7% | -11.3% | +9.6% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling