+218.9%
CB vs STLA
+51.8%
+167.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +9.0% | -24.8% | +33.7% | +14.2% |
| 6M | +2.9% | -25.6% | +28.4% | +7.5% |
| YTD | +10.1% | -48.9% | +59.1% | +22.8% |
| 1Y | +22.8% | -38.8% | +61.6% | +30.4% |
| 3Y | +73.8% | -64.5% | +138.3% | +100.1% |
| 5Y | +99.2% | -62.4% | +161.6% | +118.9% |
| All | +218.9% | +51.8% | +167.1% | +149.1% |
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