+906.9%
CMI vs STLA
+150.0%
+756.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.5% | -13.8% | +14.2% | +4.0% |
| 30D | -14.0% | -10.5% | -3.5% | -12.1% |
| 3M | -28.1% | -28.9% | +0.7% | -22.9% |
| 6M | -35.8% | -49.7% | +13.9% | -25.6% |
| YTD | -10.5% | -64.9% | +54.4% | +11.4% |
| 1Y | -1.9% | -64.0% | +62.2% | +21.1% |
| 3Y | +121.0% | -77.4% | +198.4% | +195.9% |
| 5Y | +114.6% | -74.4% | +189.0% | +173.1% |
| 10Y | +325.5% | -6.4% | +331.8% | +302.1% |
| All | +906.9% | +150.0% | +756.9% | +790.8% |
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