+29.8%
STRL vs CAI
-5.3%
+35.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.3% | +13.6% | +14.8% |
| 7D | -13.3% | -20.3% | +7.0% | -10.0% |
| 30D | -43.3% | -13.9% | -29.4% | -41.6% |
| 3M | -46.9% | +12.4% | -59.3% | -47.7% |
| 6M | -65.6% | +58.3% | -123.9% | -68.6% |
| YTD | -5.1% | -5.2% | +0.1% | -7.2% |
| 1Y | -23.1% | -0.2% | -22.9% | -25.3% |
| All | +29.8% | -5.3% | +35.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling