+341.4%
CG vs STLA
+48.0%
+293.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | -3.2% | -2.4% | -0.8% | -2.5% |
| 3M | +6.2% | -23.9% | +30.1% | +18.0% |
| 6M | -4.7% | -24.6% | +19.9% | +5.4% |
| YTD | -20.6% | -50.5% | +29.9% | +2.2% |
| 1Y | -26.4% | -39.8% | +13.5% | -14.5% |
| 3Y | +55.4% | -65.6% | +121.0% | +122.1% |
| 5Y | +9.8% | -62.1% | +71.9% | +46.7% |
| 10Y | +341.4% | +47.8% | +293.6% | +261.6% |
| All | +341.4% | +48.0% | +293.4% | +261.6% |
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 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