-52.6%
STLA vs CNI
+37.5%
-90.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +2.9% |
| 7D | -0.6% | +3.7% | -4.4% | -2.1% |
| 30D | +3.6% | +8.1% | -4.5% | +0.3% |
| 3M | -20.6% | +1.9% | -22.5% | -21.0% |
| 6M | -34.3% | +19.2% | -53.5% | -39.1% |
| YTD | -57.3% | +32.7% | -90.0% | -63.6% |
| 1Y | -52.6% | +37.0% | -89.7% | -61.1% |
| All | -52.6% | +37.5% | -90.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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