+12.4%
CMG vs STLA
-64.5%
+76.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.5% | -13.8% | +16.2% | +3.8% |
| 30D | +15.6% | -10.5% | +26.1% | +16.6% |
| 3M | +8.2% | -28.9% | +37.1% | +10.5% |
| 6M | +9.9% | -49.7% | +59.6% | +15.4% |
| YTD | -4.6% | -64.9% | +60.3% | +4.6% |
| 1Y | +12.4% | -64.0% | +76.5% | +21.7% |
| All | +12.4% | -64.5% | +76.9% | +21.7% |
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