+35.4%
CMS vs STLA
-72.6%
+108.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | -1.1% | -11.6% | +10.5% | -0.6% |
| 30D | +6.6% | -6.2% | +12.7% | +6.8% |
| 3M | +0.8% | -24.6% | +25.4% | +1.8% |
| 6M | -3.3% | -44.9% | +41.6% | -1.1% |
| YTD | +2.7% | -62.3% | +65.0% | +6.6% |
| 1Y | -4.0% | -61.8% | +57.8% | -0.5% |
| 3Y | +37.6% | -75.3% | +112.9% | +45.8% |
| 5Y | +35.4% | -72.5% | +108.0% | +39.3% |
| All | +35.4% | -72.6% | +108.0% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling