+71.8%
CB vs STLA
-74.0%
+145.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.2% | -4.5% | +4.8% | +0.4% |
| 30D | +9.1% | -3.9% | +13.0% | +9.1% |
| 3M | +3.4% | -20.2% | +23.6% | +3.8% |
| 6M | +14.1% | -42.2% | +56.3% | +15.4% |
| YTD | +18.0% | -59.3% | +77.3% | +20.5% |
| 1Y | +30.1% | -56.1% | +86.2% | +32.4% |
| 3Y | +71.8% | -73.7% | +145.4% | +81.5% |
| All | +71.8% | -74.0% | +145.8% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling