-4.0%
CMS vs STLA
-61.0%
+57.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.2% |
| 7D | -1.1% | -11.6% | +10.5% | -1.2% |
| 30D | +6.6% | -6.2% | +12.7% | +6.6% |
| 3M | +0.8% | -24.6% | +25.4% | +0.5% |
| 6M | -3.3% | -44.9% | +41.6% | -3.9% |
| YTD | +2.7% | -62.3% | +65.0% | +1.4% |
| 1Y | -4.0% | -61.8% | +57.8% | -5.3% |
| All | -4.0% | -61.0% | +57.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling