+0.7%
SUI vs CAI
-6.6%
+7.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | +6.2% | -26.5% | +32.7% | +6.9% |
| 30D | +8.6% | -6.9% | +15.5% | +8.2% |
| 3M | +1.0% | +26.1% | -25.2% | -0.5% |
| 6M | -2.6% | +31.9% | -34.5% | -4.4% |
| YTD | -0.1% | -6.5% | +6.4% | -0.9% |
| 1Y | +0.5% | +2.5% | -2.1% | -0.7% |
| All | +0.7% | -6.6% | +7.3% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling