+37.4%
CMI vs STRL
+68.3%
-30.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | 0.0% |
| 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% | -5.9% |
| 6M | +0.8% | +21.5% | -20.7% | -7.3% |
| YTD | +10.2% | +66.9% | -56.7% | -6.4% |
| 1Y | +37.4% | +61.6% | -24.2% | +14.4% |
| All | +37.4% | +68.3% | -30.8% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling