+12.4%
SW vs CAI
-7.1%
+19.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.9% |
| 30D | -4.6% | +52.4% | -57.0% | -8.8% |
| 3M | +9.4% | +45.1% | -35.7% | +5.0% |
| 6M | +3.5% | +26.2% | -22.7% | -0.2% |
| YTD | +22.0% | -7.1% | +29.1% | +20.6% |
| 1Y | +2.2% | -31.0% | +33.2% | +4.4% |
| All | +12.4% | -7.1% | +19.6% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling