-28.5%
CCL vs STLA
+21.0%
-49.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +3.1% | -6.4% | +9.4% | +7.3% |
| 30D | +17.5% | -1.3% | +18.9% | +17.7% |
| 3M | +6.8% | -19.9% | +26.7% | +19.1% |
| 6M | +18.7% | -42.9% | +61.6% | +61.6% |
| YTD | +3.0% | -59.4% | +62.4% | +65.6% |
| 1Y | +17.7% | -56.8% | +74.5% | +79.8% |
| 3Y | +155.6% | -73.1% | +228.7% | +386.4% |
| 5Y | +30.2% | -70.1% | +100.3% | +126.4% |
| 10Y | -28.5% | +19.8% | -48.3% | -28.5% |
| All | -28.5% | +21.0% | -49.5% | -28.5% |
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