+45.0%
CG vs STLA
-77.1%
+122.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | +0.2% | -13.8% | +13.9% | +5.0% |
| 30D | +11.2% | -10.5% | +21.7% | +15.0% |
| 3M | -22.1% | -28.9% | +6.8% | -13.7% |
| 6M | -17.9% | -49.7% | +31.8% | +1.3% |
| YTD | -31.3% | -64.9% | +33.6% | -6.1% |
| 1Y | -24.0% | -64.0% | +40.1% | +2.4% |
| 3Y | +45.0% | -77.4% | +122.4% | +120.5% |
| All | +45.0% | -77.1% | +122.1% | +120.5% |
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