-18.9%
CG vs STLA
-59.1%
+40.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.8% |
| 7D | +2.0% | -4.9% | +6.9% | +3.0% |
| 30D | +8.5% | -4.9% | +13.4% | +9.5% |
| 3M | -12.1% | -23.7% | +11.5% | -8.6% |
| 6M | -16.4% | -45.0% | +28.5% | -9.7% |
| YTD | -28.0% | -60.9% | +32.9% | -19.4% |
| 1Y | -18.9% | -58.9% | +40.0% | -11.6% |
| All | -18.9% | -59.1% | +40.2% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling