+280.5%
CG vs STLA
+169.2%
+111.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.2% | -4.5% | +3.3% | +0.4% |
| 30D | +5.0% | -3.9% | +8.9% | +6.1% |
| 3M | -18.2% | -20.2% | +2.0% | -12.4% |
| 6M | -20.7% | -42.2% | +21.5% | -5.7% |
| YTD | -31.4% | -59.3% | +27.9% | -10.2% |
| 1Y | -22.3% | -56.1% | +33.8% | -1.4% |
| 3Y | +50.2% | -73.7% | +123.8% | +119.9% |
| 5Y | -22.1% | -70.3% | +48.2% | +7.8% |
| 10Y | +295.5% | +23.1% | +272.5% | +274.6% |
| All | +280.5% | +169.2% | +111.3% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling