-5.0%
STZ vs CAI
-14.7%
+9.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.8% |
| 7D | +2.6% | -8.7% | +11.2% | +2.8% |
| 30D | +15.2% | -23.8% | +39.0% | +15.6% |
| 3M | +7.6% | +3.9% | +3.8% | +6.3% |
| 6M | +5.3% | +56.8% | -51.6% | +2.0% |
| YTD | +8.6% | -14.6% | +23.2% | +7.0% |
| 1Y | +15.6% | -5.2% | +20.8% | +12.8% |
| All | -5.0% | -14.7% | +9.6% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling