+37.6%
CL vs STLA
-74.0%
+111.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.2% |
| 7D | +1.3% | -4.5% | +5.9% | +1.5% |
| 30D | +11.4% | -3.9% | +15.3% | +11.5% |
| 3M | +4.4% | -20.2% | +24.6% | +5.1% |
| 6M | +10.8% | -42.2% | +53.0% | +12.5% |
| YTD | +25.1% | -59.3% | +84.4% | +27.7% |
| 1Y | +28.0% | -56.1% | +84.0% | +30.3% |
| 3Y | +37.6% | -73.7% | +111.3% | +39.2% |
| All | +37.6% | -74.0% | +111.7% | +39.2% |
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