+121.1%
STRL vs CAI
-11.0%
+132.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | +8.2% | -3.1% | +11.3% | +8.7% |
| 30D | -6.3% | +2.7% | -9.0% | -7.0% |
| 3M | -41.2% | +41.7% | -82.9% | -45.3% |
| 6M | +20.4% | +26.5% | -6.1% | +12.7% |
| YTD | +61.7% | -10.9% | +72.6% | +58.8% |
| 1Y | +72.7% | -29.2% | +101.9% | +73.0% |
| All | +121.1% | -11.0% | +132.1% | +113.8% |
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