-65.0%
CBRS vs STLA
-51.3%
-13.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.3% | +11.1% |
| 7D | +21.2% | -13.8% | +35.0% | +19.8% |
| 30D | -23.2% | -10.5% | -12.6% | -23.6% |
| 3M | -52.9% | -28.9% | -24.1% | -53.8% |
| All | -65.0% | -51.3% | -13.7% | -63.8% |
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