+5.0%
SW vs CAI
-14.7%
+19.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.5% |
| 7D | -2.9% | -8.7% | +5.7% | -2.1% |
| 30D | +5.0% | -23.8% | +28.9% | +7.3% |
| 3M | -13.7% | +3.9% | -17.5% | -14.8% |
| 6M | +8.0% | +56.8% | -48.8% | +1.7% |
| YTD | +14.0% | -14.6% | +28.6% | +12.6% |
| 1Y | +25.6% | -5.2% | +30.8% | +22.4% |
| All | +5.0% | -14.7% | +19.7% | +4.6% |
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 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