+34.0%
CDE vs STLA
-40.1%
+74.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.8% |
| 7D | -3.1% | -2.9% | -0.2% | -2.7% |
| 30D | +9.5% | +0.9% | +8.5% | +9.1% |
| 3M | +25.5% | -21.6% | +47.1% | +28.5% |
| 6M | -7.9% | -21.6% | +13.7% | -5.1% |
| YTD | +15.6% | -50.4% | +66.0% | +14.3% |
| 1Y | +34.0% | -43.6% | +77.6% | +28.3% |
| All | +34.0% | -40.1% | +74.2% | +28.3% |
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