+246.7%
CB vs STLA
+12.4%
+234.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.2% |
| 7D | +0.7% | -4.9% | +5.6% | +1.6% |
| 30D | +8.2% | -4.9% | +13.1% | +8.9% |
| 3M | +6.3% | -23.7% | +30.0% | +10.9% |
| 6M | +16.2% | -45.0% | +61.1% | +28.2% |
| YTD | +19.3% | -60.9% | +80.2% | +39.1% |
| 1Y | +29.2% | -58.9% | +88.1% | +48.5% |
| 3Y | +71.4% | -74.4% | +145.9% | +110.2% |
| 5Y | +104.2% | -71.5% | +175.8% | +135.6% |
| 10Y | +246.7% | +5.3% | +241.4% | +205.8% |
| All | +246.7% | +12.4% | +234.3% | +205.8% |
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