+237.0%
CFG vs STLA
+21.0%
+216.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +0.3% | -6.4% | +6.6% | +3.0% |
| 30D | +3.2% | -1.3% | +4.6% | +3.1% |
| 3M | -9.7% | -19.9% | +10.2% | -2.4% |
| 6M | +3.6% | -42.9% | +46.5% | +28.5% |
| YTD | +14.7% | -59.4% | +74.1% | +60.6% |
| 1Y | +29.6% | -56.8% | +86.4% | +75.2% |
| 3Y | +190.6% | -73.1% | +263.6% | +360.0% |
| 5Y | +67.1% | -70.1% | +137.2% | +142.2% |
| 10Y | +237.0% | +19.8% | +217.2% | +192.0% |
| All | +237.0% | +21.0% | +216.0% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling