+192.6%
CFG vs STLA
-75.4%
+268.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | -0.8% | -11.6% | +10.8% | +2.1% |
| 30D | +3.1% | -6.2% | +9.3% | +4.4% |
| 3M | -9.7% | -24.6% | +14.9% | -4.1% |
| 6M | +6.7% | -44.9% | +51.6% | +22.1% |
| YTD | +15.2% | -62.3% | +77.4% | +43.8% |
| 1Y | +28.8% | -61.8% | +90.6% | +59.7% |
| All | +192.6% | -75.4% | +268.0% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling