+8.6%
CI vs STLA
-75.4%
+84.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.4% |
| 7D | -1.3% | -11.6% | +10.3% | -0.6% |
| 30D | +6.4% | -6.2% | +12.6% | +6.7% |
| 3M | +10.7% | -24.6% | +35.3% | +12.3% |
| 6M | +5.5% | -44.9% | +50.4% | +9.1% |
| YTD | +11.4% | -62.3% | +73.6% | +17.8% |
| 1Y | +15.0% | -61.8% | +76.8% | +21.3% |
| All | +8.6% | -75.4% | +84.0% | +37.1% |
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