+503.2%
CMI vs STRL
+7,221.5%
-6,718.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -0.1% |
| 7D | -0.7% | +5.0% | -5.8% | -1.9% |
| 30D | -12.4% | -6.9% | -5.5% | -11.1% |
| 3M | -14.8% | -39.1% | +24.3% | -5.4% |
| 6M | +0.8% | +21.5% | -20.7% | -8.2% |
| YTD | +10.2% | +66.9% | -56.7% | -7.3% |
| 1Y | +37.4% | +61.6% | -24.2% | +15.0% |
| 3Y | +153.3% | +560.0% | -406.7% | +41.4% |
| 5Y | +167.6% | +2,238.9% | -2,071.3% | +5.3% |
| All | +503.2% | +7,221.5% | -6,718.3% | +65.5% |
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