-41.0%
CCL vs STLA
+48.0%
-89.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | +0.5% |
| 7D | -0.1% | +0.7% | -0.9% | -0.7% |
| 30D | -20.0% | -2.4% | -17.6% | -19.5% |
| 3M | -13.7% | -23.9% | +10.2% | +0.3% |
| 6M | -9.0% | -24.6% | +15.6% | +6.1% |
| YTD | -22.8% | -50.5% | +27.7% | +11.4% |
| 1Y | -25.3% | -39.8% | +14.5% | -8.0% |
| 3Y | +54.1% | -65.6% | +119.7% | +153.6% |
| 5Y | +3.5% | -62.1% | +65.6% | +57.0% |
| 10Y | -41.0% | +47.8% | -88.8% | -46.8% |
| All | -41.0% | +48.0% | -89.0% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling