+84.9%
CL vs STLA
+12.4%
+72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.4% |
| 7D | +2.6% | -4.9% | +7.5% | +3.0% |
| 30D | +11.8% | -4.9% | +16.7% | +12.1% |
| 3M | +5.9% | -23.7% | +29.6% | +8.0% |
| 6M | +13.3% | -45.0% | +58.3% | +18.5% |
| YTD | +27.1% | -60.9% | +88.0% | +36.0% |
| 1Y | +28.0% | -58.9% | +86.9% | +36.2% |
| 3Y | +39.4% | -74.4% | +113.8% | +52.2% |
| 5Y | +40.8% | -71.5% | +112.3% | +49.5% |
| 10Y | +84.9% | +5.3% | +79.6% | +71.1% |
| All | +84.9% | +12.4% | +72.5% | +71.1% |
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 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