+942.5%
CB vs STLA
+190.5%
+752.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | 0.0% |
| 7D | +2.6% | -5.5% | +8.1% | +3.4% |
| 30D | +11.2% | -3.7% | +14.9% | +11.6% |
| 3M | +5.7% | -21.1% | +26.9% | +8.8% |
| 6M | +15.9% | -38.3% | +54.3% | +22.8% |
| YTD | +20.2% | -59.2% | +79.4% | +34.1% |
| 1Y | +32.4% | -56.7% | +89.1% | +46.0% |
| 3Y | +75.5% | -74.3% | +149.8% | +103.9% |
| 5Y | +105.5% | -70.2% | +175.7% | +128.4% |
| 10Y | +258.5% | +23.4% | +235.2% | +223.9% |
| All | +942.5% | +190.5% | +752.0% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling