+855.4%
CB vs STLA
+263.8%
+591.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +0.5% | +2.6% | -2.1% | +0.1% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +9.0% | -24.8% | +33.7% | +12.9% |
| 6M | +2.9% | -25.6% | +28.4% | +6.3% |
| YTD | +10.1% | -48.9% | +59.1% | +19.5% |
| 1Y | +22.8% | -38.8% | +61.6% | +28.7% |
| 3Y | +73.8% | -64.5% | +138.3% | +93.0% |
| 5Y | +99.2% | -62.4% | +161.6% | +114.9% |
| 10Y | +218.2% | +55.4% | +162.8% | +179.2% |
| All | +855.4% | +263.8% | +591.6% | +689.4% |
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