+332.6%
CMI vs STRL
+3,697.3%
-3,364.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | 0.0% |
| 7D | +0.5% | +15.7% | -15.2% | -3.1% |
| 30D | -14.0% | -35.5% | +21.4% | -5.7% |
| 3M | -28.1% | -47.1% | +19.0% | -17.8% |
| 6M | -35.8% | -65.8% | +29.9% | -19.9% |
| YTD | -10.5% | -4.5% | -6.0% | -15.4% |
| 1Y | -1.9% | -10.5% | +8.6% | -6.1% |
| 3Y | +121.0% | +340.6% | -219.6% | +34.3% |
| 5Y | +114.6% | +911.0% | -796.5% | +1.4% |
| All | +332.6% | +3,697.3% | -3,364.7% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling