+350.2%
CG vs STLA
+237.9%
+112.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | -4.3% | +2.6% | -6.9% | -5.2% |
| 30D | -5.1% | -1.2% | -3.8% | -4.9% |
| 3M | +8.7% | -24.8% | +33.4% | +19.0% |
| 6M | -9.2% | -25.6% | +16.3% | -0.8% |
| YTD | -18.9% | -48.9% | +30.1% | -1.1% |
| 1Y | -25.6% | -38.8% | +13.1% | -16.0% |
| 3Y | +57.3% | -64.5% | +121.8% | +109.2% |
| 5Y | +10.2% | -62.4% | +72.6% | +41.5% |
| 10Y | +364.2% | +55.4% | +308.8% | +308.4% |
| All | +350.2% | +237.9% | +112.3% | +296.6% |
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 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