-8.2%
CCL vs STLA
+263.8%
-272.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.4% |
| 7D | -5.0% | +2.6% | -7.6% | -6.1% |
| 30D | -20.3% | -1.2% | -19.1% | -20.3% |
| 3M | -15.1% | -24.8% | +9.6% | -5.7% |
| 6M | -15.1% | -25.6% | +10.5% | -5.2% |
| YTD | -21.8% | -48.9% | +27.2% | -1.1% |
| 1Y | -24.8% | -38.8% | +14.0% | -13.1% |
| 3Y | +51.9% | -64.5% | +116.4% | +111.7% |
| 5Y | +4.0% | -62.4% | +66.5% | +42.2% |
| 10Y | -42.2% | +55.4% | -97.6% | -43.5% |
| All | -8.2% | +263.8% | -272.0% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling