+146.4%
CCL vs STLA
-74.0%
+220.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.1% | -4.5% | +7.7% | +4.9% |
| 30D | +13.7% | -3.9% | +17.6% | +15.1% |
| 3M | +3.8% | -20.2% | +24.0% | +11.4% |
| 6M | +9.3% | -42.2% | +51.4% | +32.0% |
| YTD | -1.1% | -59.3% | +58.2% | +32.7% |
| 1Y | +14.6% | -56.1% | +70.6% | +47.6% |
| 3Y | +146.4% | -73.7% | +220.1% | +248.4% |
| All | +146.4% | -74.0% | +220.4% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling