+251.7%
CB vs STLA
-4.1%
+255.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +2.9% | -13.8% | +16.7% | +5.6% |
| 30D | +7.3% | -10.5% | +17.8% | +9.2% |
| 3M | +9.4% | -28.9% | +38.3% | +15.5% |
| 6M | +19.6% | -49.7% | +69.4% | +34.1% |
| YTD | +21.5% | -64.9% | +86.4% | +44.4% |
| 1Y | +28.0% | -64.0% | +92.0% | +50.8% |
| 3Y | +74.9% | -77.4% | +152.3% | +119.7% |
| 5Y | +108.1% | -74.4% | +182.6% | +144.7% |
| All | +251.7% | -4.1% | +255.8% | +217.4% |
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