-1.9%
CMI vs STLA
-64.5%
+62.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.5% | -13.8% | +14.2% | +1.6% |
| 30D | -14.0% | -10.5% | -3.5% | -13.3% |
| 3M | -28.1% | -28.9% | +0.7% | -26.1% |
| 6M | -35.8% | -49.7% | +13.9% | -31.2% |
| YTD | -10.5% | -64.9% | +54.4% | -0.9% |
| 1Y | -1.9% | -64.0% | +62.2% | +7.3% |
| All | -1.9% | -64.5% | +62.6% | +7.3% |
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