+21.5%
SW vs CAI
+81.1%
-59.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +4.0% |
| 7D | +12.1% | -6.3% | +18.3% | +12.6% |
| 30D | +6.6% | +9.3% | -2.8% | +5.4% |
| 3M | -6.0% | +106.3% | -112.3% | -11.3% |
| 6M | +21.5% | +77.7% | -56.3% | +16.2% |
| All | +21.5% | +81.1% | -59.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling