-3.8%
SUI vs CAI
-11.0%
+7.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.3% |
| 7D | -4.3% | -3.1% | -1.2% | -4.2% |
| 30D | -2.1% | +2.7% | -4.8% | -2.2% |
| 3M | -6.1% | +41.7% | -47.8% | -7.3% |
| 6M | -12.8% | +26.5% | -39.2% | -13.8% |
| YTD | -4.6% | -10.9% | +6.3% | -4.6% |
| 1Y | -7.7% | -29.2% | +21.5% | -7.2% |
| All | -3.8% | -11.0% | +7.2% | -3.3% |
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