-6.1%
SUNB vs CAI
+27.3%
-33.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.0% |
| 7D | -6.3% | -2.2% | -4.1% | -6.1% |
| 30D | -14.2% | +52.4% | -66.6% | -17.4% |
| 3M | -14.7% | +45.1% | -59.8% | -17.7% |
| 6M | -7.9% | +26.2% | -34.2% | -11.1% |
| All | -6.1% | +27.3% | -33.3% | -8.6% |
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