-20.9%
CG vs STLA
-70.1%
+49.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.2% | -4.5% | +3.3% | +0.8% |
| 30D | +5.0% | -3.9% | +8.9% | +6.4% |
| 3M | -18.2% | -20.2% | +2.0% | -10.9% |
| 6M | -20.7% | -42.2% | +21.5% | -1.5% |
| YTD | -31.4% | -59.3% | +27.9% | -3.2% |
| 1Y | -22.3% | -56.1% | +33.8% | +4.8% |
| 3Y | +50.2% | -73.7% | +123.8% | +148.0% |
| All | -20.9% | -70.1% | +49.2% | +8.8% |
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