+321.2%
CMG vs STLA
+51.6%
+269.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.8% | -3.8% | 0.0% | -3.0% |
| 30D | +12.9% | -3.1% | +16.0% | +13.5% |
| 3M | +18.8% | -19.6% | +38.4% | +24.1% |
| 6M | +4.1% | -23.5% | +27.5% | +9.4% |
| YTD | -2.4% | -51.5% | +49.2% | +13.2% |
| 1Y | -6.7% | -39.7% | +33.0% | +2.2% |
| 3Y | -7.1% | -66.3% | +59.2% | +12.9% |
| 5Y | -5.0% | -63.1% | +58.2% | +9.5% |
| All | +321.2% | +51.6% | +269.6% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling