+350.4%
STX vs CAI
-29.0%
+379.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | -5.1% | +13.0% | +8.3% |
| 30D | +5.1% | +3.9% | +1.2% | +4.9% |
| 3M | +5.8% | +40.1% | -34.3% | +1.9% |
| 6M | +124.9% | +29.7% | +95.3% | +116.3% |
| YTD | +213.9% | -10.9% | +224.8% | +217.3% |
| 1Y | +350.4% | -28.0% | +378.4% | +358.8% |
| All | +350.4% | -29.0% | +379.4% | +358.8% |
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 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