+99.6%
STT vs CAI
-8.1%
+107.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +3.9% | +9.1% | -5.2% | +3.5% |
| 3M | +19.2% | +53.8% | -34.6% | +15.7% |
| 6M | +60.4% | +33.5% | +26.9% | +56.4% |
| YTD | +51.5% | -8.0% | +59.5% | +50.4% |
| 1Y | +76.3% | -28.7% | +105.0% | +77.3% |
| All | +99.6% | -8.1% | +107.7% | +100.6% |
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 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