+8.6%
CME vs STLA
-41.2%
+49.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +4.2% | -5.2% | +9.4% | +4.0% |
| 3M | +7.3% | -24.9% | +32.2% | +5.5% |
| 6M | -11.4% | -25.2% | +13.8% | -12.8% |
| YTD | +3.5% | -51.4% | +55.0% | -0.9% |
| 1Y | +8.6% | -40.7% | +49.3% | +5.1% |
| All | +8.6% | -41.2% | +49.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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