-43.6%
STLA vs CAI
-8.1%
-35.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | -2.4% | +9.1% | -11.5% | -2.8% |
| 3M | -23.9% | +53.8% | -77.6% | -25.2% |
| 6M | -24.6% | +33.5% | -58.1% | -25.8% |
| YTD | -50.5% | -8.0% | -42.5% | -50.4% |
| 1Y | -39.8% | -28.7% | -11.1% | -39.0% |
| All | -43.6% | -8.1% | -35.5% | -42.1% |
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