-10.5%
STRL vs CAI
-6.2%
-4.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -2.4% |
| 7D | +15.7% | -8.7% | +24.3% | +17.5% |
| 30D | -35.5% | -23.8% | -11.6% | -31.8% |
| 3M | -47.1% | +3.9% | -51.0% | -47.2% |
| 6M | -65.8% | +56.8% | -122.6% | -69.2% |
| YTD | -4.5% | -14.6% | +10.1% | -3.3% |
| 1Y | -10.5% | -5.2% | -5.3% | -8.9% |
| All | -10.5% | -6.2% | -4.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling