+56.4%
STM vs CAI
-9.5%
+65.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +0.8% |
| 7D | -7.9% | -25.6% | +17.7% | -4.9% |
| 30D | -14.1% | -17.7% | +3.6% | -11.8% |
| 3M | -17.6% | +4.4% | -22.0% | -17.0% |
| 6M | -24.2% | +51.3% | -75.5% | -26.2% |
| YTD | +73.3% | -9.5% | +82.8% | +75.7% |
| 1Y | +90.1% | -1.5% | +91.6% | +91.8% |
| All | +56.4% | -9.5% | +65.9% | +58.3% |
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