+1.4%
CCL vs STLA
-62.4%
+63.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.6% |
| 7D | -5.0% | +2.6% | -7.6% | -6.5% |
| 30D | -20.3% | -1.2% | -19.1% | -20.3% |
| 3M | -15.1% | -24.8% | +9.6% | -2.1% |
| 6M | -15.1% | -25.6% | +10.5% | -1.5% |
| YTD | -21.8% | -48.9% | +27.2% | +7.6% |
| 1Y | -24.8% | -38.8% | +14.0% | -10.5% |
| 3Y | +51.9% | -64.5% | +116.4% | +136.0% |
| All | +1.4% | -62.4% | +63.8% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling