+219.7%
CFG vs STLA
+12.4%
+207.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.1% |
| 7D | +0.7% | -4.9% | +5.6% | +2.8% |
| 30D | +2.8% | -4.9% | +7.7% | +4.2% |
| 3M | -10.1% | -23.7% | +13.6% | -0.9% |
| 6M | +3.2% | -45.0% | +48.1% | +29.9% |
| YTD | +14.2% | -60.9% | +75.1% | +62.3% |
| 1Y | +27.4% | -58.9% | +86.3% | +75.9% |
| 3Y | +187.6% | -74.4% | +262.0% | +366.2% |
| 5Y | +65.7% | -71.5% | +137.2% | +145.6% |
| 10Y | +219.7% | +5.3% | +214.4% | +203.7% |
| All | +219.7% | +12.4% | +207.3% | +203.7% |
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