+121.7%
CMS vs STLA
+18.3%
+103.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -1.3% | -4.5% | +3.2% | -1.0% |
| 30D | +6.3% | -3.9% | +10.2% | +6.5% |
| 3M | -2.1% | -20.2% | +18.1% | -0.9% |
| 6M | -5.1% | -42.2% | +37.1% | -2.1% |
| YTD | +1.3% | -59.3% | +60.6% | +6.5% |
| 1Y | -1.4% | -56.1% | +54.7% | +3.0% |
| 3Y | +36.9% | -73.7% | +110.6% | +47.0% |
| 5Y | +32.5% | -70.3% | +102.8% | +38.9% |
| All | +121.7% | +18.3% | +103.4% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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