-63.1%
STLA vs CNI
+11.9%
-75.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.3% |
| 7D | +0.4% | +0.9% | -0.5% | -0.2% |
| 30D | -5.2% | -2.1% | -3.1% | -3.7% |
| 3M | -24.9% | +1.8% | -26.7% | -26.1% |
| 6M | -25.2% | +14.8% | -40.0% | -33.0% |
| YTD | -51.4% | +25.4% | -76.8% | -59.6% |
| 1Y | -40.7% | +32.9% | -73.6% | -52.8% |
| 3Y | -66.3% | +20.2% | -86.4% | -71.3% |
| All | -63.1% | +11.9% | -75.0% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling