-70.5%
CBRS vs STLA
-40.8%
-29.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.8% | -9.9% | -5.6% |
| 7D | -18.4% | -0.6% | -17.8% | -18.3% |
| 30D | -49.4% | +3.6% | -53.0% | -48.9% |
| 3M | -59.6% | -20.6% | -38.9% | -59.8% |
| All | -70.5% | -40.8% | -29.7% | -68.9% |
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 · Available span rolling