-18.1%
CAG vs STLA
-40.1%
+22.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -3.8% | -2.1% | -5.7% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | +11.5% | -19.6% | +31.1% | +12.3% |
| 6M | -15.7% | -23.5% | +7.8% | -15.2% |
| YTD | -10.2% | -51.5% | +41.3% | -7.0% |
| 1Y | -18.1% | -39.7% | +21.6% | -17.0% |
| All | -18.1% | -40.1% | +22.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling