-43.5%
STLA vs CAI
-9.9%
-33.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | +0.9% | +9.3% | -8.4% | +0.5% |
| 3M | -21.6% | +35.2% | -56.8% | -22.4% |
| 6M | -21.6% | +30.7% | -52.3% | -22.8% |
| YTD | -50.4% | -9.8% | -40.6% | -50.3% |
| 1Y | -43.6% | -28.9% | -14.7% | -42.8% |
| All | -43.5% | -9.9% | -33.6% | -41.9% |
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