-60.0%
STLA vs CAI
-14.7%
-45.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.8% |
| 7D | -13.8% | -8.7% | -5.1% | -13.4% |
| 30D | -10.5% | -23.8% | +13.3% | -9.2% |
| 3M | -28.9% | +3.9% | -32.7% | -28.9% |
| 6M | -49.7% | +56.8% | -106.6% | -50.5% |
| YTD | -64.9% | -14.6% | -50.3% | -64.7% |
| 1Y | -64.0% | -5.2% | -58.8% | -64.0% |
| All | -60.0% | -14.7% | -45.3% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling