+152.4%
CMI vs STRL
+526.3%
-373.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +0.7% | +8.2% | -7.5% | -1.1% |
| 30D | -12.3% | -6.3% | -6.0% | -11.2% |
| 3M | -16.8% | -41.2% | +24.4% | -7.8% |
| 6M | +1.5% | +20.4% | -18.8% | -5.8% |
| YTD | +9.8% | +61.7% | -51.9% | -4.6% |
| 1Y | +42.6% | +72.7% | -30.1% | +21.0% |
| All | +152.4% | +526.3% | -373.9% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling