+62.6%
CFG vs STLA
-72.5%
+135.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.0% |
| 7D | -0.8% | -11.6% | +10.8% | +3.3% |
| 30D | +3.1% | -6.2% | +9.3% | +4.8% |
| 3M | -9.7% | -24.6% | +14.9% | -1.9% |
| 6M | +6.7% | -44.9% | +51.6% | +28.6% |
| YTD | +15.2% | -62.3% | +77.4% | +56.2% |
| 1Y | +28.8% | -61.8% | +90.6% | +73.1% |
| 3Y | +190.1% | -75.3% | +265.4% | +344.1% |
| All | +62.6% | -72.5% | +135.1% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling