+50.9%
STLA vs CNI
+138.2%
-87.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.6% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | +0.9% | -2.7% | +3.6% | +3.1% |
| 3M | -21.6% | +3.9% | -25.5% | -24.2% |
| 6M | -21.6% | +16.4% | -38.0% | -30.9% |
| YTD | -50.4% | +25.8% | -76.2% | -59.1% |
| 1Y | -43.6% | +32.4% | -76.0% | -55.3% |
| 3Y | -66.4% | +19.1% | -85.5% | -71.3% |
| 5Y | -62.3% | +13.6% | -75.9% | -67.1% |
| All | +50.9% | +138.2% | -87.3% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling