+8.2%
SW vs CAI
-6.6%
+14.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.6% |
| 7D | +2.3% | -26.5% | +28.8% | +5.2% |
| 30D | +6.8% | -6.9% | +13.7% | +6.9% |
| 3M | -5.2% | +26.1% | -31.3% | -8.3% |
| 6M | +7.4% | +31.9% | -24.5% | +2.7% |
| YTD | +17.4% | -6.5% | +23.9% | +14.9% |
| 1Y | +27.1% | +2.5% | +24.6% | +22.9% |
| All | +8.2% | -6.6% | +14.7% | +6.8% |
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