+11.0%
SUNB vs CAI
+68.6%
-57.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.3% |
| 7D | -2.6% | -6.3% | +3.7% | -2.3% |
| 30D | +4.3% | +9.3% | -5.0% | +3.7% |
| 3M | +0.8% | +106.3% | -105.6% | -5.0% |
| 6M | +9.2% | +77.7% | -68.6% | +3.2% |
| All | +11.0% | +68.6% | -57.6% | +6.0% |
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