-67.2%
STLA vs CNI
+18.7%
-85.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -3.8% | -1.1% | -2.7% | -3.1% |
| 30D | -3.1% | -3.5% | +0.4% | -0.6% |
| 3M | -19.6% | +2.2% | -21.8% | -21.2% |
| 6M | -23.5% | +15.1% | -38.6% | -31.8% |
| YTD | -51.5% | +24.7% | -76.2% | -59.8% |
| 1Y | -39.7% | +33.4% | -73.0% | -52.7% |
| All | -67.2% | +18.7% | -85.8% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling