-25.3%
CCL vs STLA
-40.1%
+14.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.6% |
| 7D | -0.1% | +0.7% | -0.9% | -0.3% |
| 30D | -20.0% | -2.4% | -17.6% | -19.6% |
| 3M | -13.7% | -23.9% | +10.2% | -7.9% |
| 6M | -9.0% | -24.6% | +15.6% | -2.4% |
| YTD | -22.8% | -50.5% | +27.7% | -14.4% |
| 1Y | -25.3% | -39.8% | +14.5% | -23.3% |
| All | -25.3% | -40.1% | +14.8% | -23.3% |
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 · 6 months rolling