+71.4%
CB vs STLA
-74.3%
+145.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.6% |
| 7D | +0.7% | -4.9% | +5.6% | +0.8% |
| 30D | +8.2% | -4.9% | +13.1% | +8.3% |
| 3M | +6.3% | -23.7% | +30.0% | +6.8% |
| 6M | +16.2% | -45.0% | +61.1% | +17.6% |
| YTD | +19.3% | -60.9% | +80.2% | +21.9% |
| 1Y | +29.2% | -58.9% | +88.1% | +31.7% |
| 3Y | +71.4% | -74.4% | +145.9% | +84.5% |
| All | +71.4% | -74.3% | +145.7% | +84.5% |
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