+77.2%
STM vs CAI
-11.0%
+88.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -5.1% | +4.0% | -0.7% |
| 30D | -7.8% | +3.9% | -11.7% | -8.1% |
| 3M | -28.2% | +40.1% | -68.3% | -30.2% |
| 6M | +52.0% | +29.7% | +22.3% | +46.6% |
| YTD | +96.4% | -10.9% | +107.3% | +97.1% |
| 1Y | +98.8% | -28.0% | +126.9% | +102.2% |
| All | +77.2% | -11.0% | +88.2% | +77.6% |
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