-5.8%
SUI vs CAI
-28.5%
+22.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -2.3% | +9.1% | -11.5% | -2.6% |
| 3M | -2.8% | +53.8% | -56.6% | -4.6% |
| 6M | -12.4% | +33.5% | -45.9% | -13.7% |
| YTD | -3.3% | -8.0% | +4.7% | -3.0% |
| 1Y | -5.8% | -28.7% | +22.9% | -4.2% |
| All | -5.8% | -28.5% | +22.7% | -4.2% |
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