+165.0%
CMI vs STLA
-62.8%
+227.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | -12.4% | +0.9% | -13.3% | -12.9% |
| 3M | -14.8% | -21.6% | +6.9% | -9.2% |
| 6M | +0.8% | -21.6% | +22.4% | +6.9% |
| YTD | +10.2% | -50.4% | +60.6% | +32.0% |
| 1Y | +37.4% | -43.6% | +81.0% | +55.8% |
| 3Y | +153.3% | -66.4% | +219.7% | +226.9% |
| All | +165.0% | -62.8% | +227.8% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling