+132.3%
CMS vs STLA
+21.0%
+111.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | -0.9% | -6.4% | +5.4% | -0.5% |
| 30D | +7.1% | -1.3% | +8.4% | +7.1% |
| 3M | -1.3% | -19.9% | +18.6% | -0.1% |
| 6M | -2.7% | -42.9% | +40.2% | +0.5% |
| YTD | +2.6% | -59.4% | +62.0% | +7.9% |
| 1Y | -2.0% | -56.8% | +54.8% | +2.5% |
| 3Y | +39.6% | -73.1% | +112.7% | +49.5% |
| 5Y | +35.3% | -70.1% | +105.4% | +41.6% |
| 10Y | +132.3% | +19.8% | +112.6% | +123.0% |
| All | +132.3% | +21.0% | +111.3% | +123.0% |
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