-37.2%
CAG vs STLA
+51.6%
-88.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -3.8% | -2.1% | -5.6% |
| 30D | -1.5% | -3.1% | +1.6% | -1.3% |
| 3M | +11.5% | -19.6% | +31.1% | +13.3% |
| 6M | -15.7% | -23.5% | +7.8% | -14.2% |
| YTD | -10.2% | -51.5% | +41.3% | -5.2% |
| 1Y | -18.1% | -39.7% | +21.6% | -15.5% |
| 3Y | -39.4% | -66.3% | +26.9% | -35.1% |
| 5Y | -42.6% | -63.1% | +20.6% | -39.9% |
| All | -37.2% | +51.6% | -88.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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