+246.7%
CB vs STLA
+0.5%
+246.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +1.0% |
| 7D | -1.0% | -11.6% | +10.6% | +1.1% |
| 30D | +7.3% | -6.2% | +13.5% | +8.3% |
| 3M | +7.0% | -24.6% | +31.6% | +11.9% |
| 6M | +16.3% | -44.9% | +61.3% | +28.3% |
| YTD | +19.7% | -62.3% | +82.0% | +40.4% |
| 1Y | +27.8% | -61.8% | +89.6% | +49.0% |
| 3Y | +72.0% | -75.3% | +147.4% | +112.3% |
| 5Y | +104.9% | -72.5% | +177.4% | +137.8% |
| 10Y | +246.7% | +0.8% | +246.0% | +207.8% |
| All | +246.7% | +0.5% | +246.2% | +207.8% |
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