+247.9%
CB vs STLA
-3.1%
+251.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.5% |
| 7D | 0.0% | -13.1% | +13.1% | +2.5% |
| 30D | +7.4% | -13.3% | +20.7% | +9.8% |
| 3M | +8.6% | -27.9% | +36.5% | +14.4% |
| 6M | +16.1% | -47.8% | +64.0% | +29.3% |
| YTD | +20.2% | -64.6% | +84.7% | +42.6% |
| 1Y | +27.2% | -64.0% | +91.2% | +49.9% |
| 3Y | +72.7% | -76.8% | +149.5% | +115.6% |
| 5Y | +105.9% | -74.2% | +180.1% | +141.7% |
| All | +247.9% | -3.1% | +251.0% | +213.5% |
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