+842.5%
CI vs STLA
+263.8%
+578.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +1.3% | +2.6% | -1.3% | +0.9% |
| 30D | +4.4% | -1.2% | +5.7% | +4.5% |
| 3M | +0.7% | -24.8% | +25.4% | +4.7% |
| 6M | +0.3% | -25.6% | +25.9% | +4.2% |
| YTD | +3.8% | -48.9% | +52.8% | +13.4% |
| 1Y | -5.5% | -38.8% | +33.3% | 0.0% |
| 3Y | +8.1% | -64.5% | +72.6% | +21.5% |
| 5Y | +42.8% | -62.4% | +105.2% | +55.5% |
| 10Y | +143.9% | +55.4% | +88.5% | +111.7% |
| All | +842.5% | +263.8% | +578.7% | +684.9% |
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