-38.8%
STLA vs CNI
+29.8%
-68.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.6% | -2.1% | +4.7% | +3.6% |
| 30D | -1.2% | -3.3% | +2.0% | +0.4% |
| 3M | -24.8% | +3.8% | -28.6% | -26.2% |
| 6M | -25.6% | +12.7% | -38.2% | -30.5% |
| YTD | -48.9% | +26.3% | -75.2% | -56.2% |
| 1Y | -38.8% | +29.9% | -68.7% | -48.9% |
| All | -38.8% | +29.8% | -68.5% | -48.9% |
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