+76.3%
CL vs STLA
+21.0%
+55.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.4% |
| 7D | +0.5% | -6.4% | +6.9% | +1.0% |
| 30D | +11.6% | -1.3% | +12.9% | +11.6% |
| 3M | +5.6% | -19.9% | +25.5% | +7.2% |
| 6M | +13.2% | -42.9% | +56.0% | +17.8% |
| YTD | +26.9% | -59.4% | +86.3% | +35.0% |
| 1Y | +27.3% | -56.8% | +84.2% | +34.7% |
| 3Y | +39.7% | -73.1% | +112.8% | +51.4% |
| 5Y | +41.3% | -70.1% | +111.4% | +49.1% |
| 10Y | +76.3% | +19.8% | +56.5% | +79.0% |
| All | +76.3% | +21.0% | +55.3% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling