+102.5%
CFG vs STLA
-62.4%
+164.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | +1.5% | +2.6% | -1.0% | +0.6% |
| 30D | -3.8% | -1.2% | -2.6% | -3.8% |
| 3M | +11.5% | -24.8% | +36.2% | +22.2% |
| 6M | +19.2% | -25.6% | +44.8% | +30.2% |
| YTD | +23.7% | -48.9% | +72.6% | +52.7% |
| 1Y | +38.8% | -38.8% | +77.6% | +55.9% |
| 3Y | +178.9% | -64.5% | +243.4% | +276.4% |
| All | +102.5% | -62.4% | +164.9% | +154.9% |
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