+138.1%
CMS vs STLA
+12.4%
+125.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.6% |
| 7D | +0.5% | -4.9% | +5.4% | +0.8% |
| 30D | +7.4% | -4.9% | +12.3% | +7.7% |
| 3M | +1.9% | -23.7% | +25.5% | +3.4% |
| 6M | -2.3% | -45.0% | +42.6% | +1.1% |
| YTD | +3.0% | -60.9% | +63.8% | +8.6% |
| 1Y | -2.8% | -58.9% | +56.1% | +2.1% |
| 3Y | +37.9% | -74.4% | +112.4% | +48.5% |
| 5Y | +34.0% | -71.5% | +105.5% | +40.8% |
| 10Y | +138.1% | +5.3% | +132.9% | +118.2% |
| All | +138.1% | +12.4% | +125.8% | +118.2% |
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