+27.8%
CB vs STLA
-61.0%
+88.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +0.3% |
| 7D | -1.0% | -11.6% | +10.6% | -1.0% |
| 30D | +7.3% | -6.2% | +13.5% | +7.4% |
| 3M | +7.0% | -24.6% | +31.6% | +6.8% |
| 6M | +16.3% | -44.9% | +61.3% | +16.1% |
| YTD | +19.7% | -62.3% | +82.0% | +20.0% |
| 1Y | +27.8% | -61.8% | +89.6% | +27.8% |
| All | +27.8% | -61.0% | +88.8% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling