+727.6%
CMS vs STLA
+178.7%
+548.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.5% |
| 7D | +0.5% | -4.9% | +5.4% | +0.7% |
| 30D | +7.4% | -4.9% | +12.3% | +7.6% |
| 3M | +1.9% | -23.7% | +25.5% | +3.1% |
| 6M | -2.3% | -45.0% | +42.6% | +0.5% |
| YTD | +3.0% | -60.9% | +63.8% | +7.5% |
| 1Y | -2.8% | -58.9% | +56.1% | +1.2% |
| 3Y | +37.9% | -74.4% | +112.4% | +46.1% |
| 5Y | +34.0% | -71.5% | +105.5% | +39.6% |
| 10Y | +138.1% | +5.3% | +132.9% | +126.2% |
| All | +727.6% | +178.7% | +548.8% | +640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling