-41.2%
CAG vs STLA
-63.2%
+21.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -6.6% | +0.4% | -7.0% | -6.7% |
| 30D | +2.3% | -5.2% | +7.5% | +2.7% |
| 3M | +16.3% | -24.9% | +41.2% | +19.1% |
| 6M | -16.0% | -25.2% | +9.1% | -14.2% |
| YTD | -7.7% | -51.4% | +43.7% | -1.9% |
| 1Y | -16.0% | -40.7% | +24.7% | -13.0% |
| 3Y | -37.7% | -66.3% | +28.6% | -32.8% |
| 5Y | -41.2% | -63.2% | +22.0% | -39.1% |
| All | -41.2% | -63.2% | +21.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling