+28.0%
CL vs STLA
-59.1%
+87.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.4% |
| 7D | +2.6% | -4.9% | +7.5% | +2.9% |
| 30D | +11.8% | -4.9% | +16.7% | +12.1% |
| 3M | +5.9% | -23.7% | +29.6% | +7.6% |
| 6M | +13.3% | -45.0% | +58.3% | +17.6% |
| YTD | +27.1% | -60.9% | +88.0% | +32.8% |
| 1Y | +28.0% | -58.9% | +86.9% | +33.3% |
| All | +28.0% | -59.1% | +87.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling