+1,148.6%
CMI vs STLA
+263.8%
+884.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | -13.4% | -1.2% | -12.2% | -13.4% |
| 3M | -17.0% | -24.8% | +7.8% | -11.7% |
| 6M | -1.6% | -25.6% | +23.9% | +4.6% |
| YTD | +11.0% | -48.9% | +59.9% | +27.4% |
| 1Y | +41.9% | -38.8% | +80.7% | +54.4% |
| 3Y | +151.8% | -64.5% | +216.3% | +204.8% |
| 5Y | +163.6% | -62.4% | +226.0% | +208.6% |
| 10Y | +472.9% | +55.4% | +417.5% | +388.1% |
| All | +1,148.6% | +263.8% | +884.8% | +918.9% |
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