+24,232.5%
CMI vs STRL
+19,359.6%
+4,872.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +2.4% |
| 7D | -0.7% | +3.4% | -4.1% | -1.0% |
| 30D | -13.4% | -9.2% | -4.2% | -12.9% |
| 3M | -17.0% | -51.0% | +34.0% | -12.9% |
| 6M | -1.6% | +15.8% | -17.4% | -3.6% |
| YTD | +11.0% | +58.9% | -47.9% | +6.4% |
| 1Y | +41.9% | +68.5% | -26.6% | +35.2% |
| 3Y | +151.8% | +485.2% | -333.4% | +118.3% |
| 5Y | +163.6% | +2,005.1% | -1,841.5% | +110.2% |
| 10Y | +472.9% | +7,118.0% | -6,645.0% | +319.5% |
| All | +24,232.5% | +19,359.6% | +4,872.9% | +17,208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling