+1,189.0%
CMG vs STLA
+263.8%
+925.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.8% | +2.6% | -5.4% | -3.3% |
| 30D | +7.1% | -1.2% | +8.4% | +7.2% |
| 3M | +31.2% | -24.8% | +55.9% | +36.6% |
| 6M | +0.7% | -25.6% | +26.2% | +4.7% |
| YTD | -0.1% | -48.9% | +48.8% | +9.6% |
| 1Y | -10.7% | -38.8% | +28.0% | -5.0% |
| 3Y | -4.7% | -64.5% | +59.9% | +8.1% |
| 5Y | -3.8% | -62.4% | +58.7% | +6.3% |
| 10Y | +352.5% | +55.4% | +297.1% | +325.4% |
| All | +1,189.0% | +263.8% | +925.2% | +1,121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling