+40.7%
CL vs STLA
-77.1%
+117.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +3.2% | -13.8% | +17.0% | +3.7% |
| 30D | +8.0% | -10.5% | +18.6% | +8.5% |
| 3M | +7.9% | -28.9% | +36.7% | +9.0% |
| 6M | +14.7% | -49.7% | +64.5% | +17.1% |
| YTD | +29.2% | -64.9% | +94.1% | +32.4% |
| 1Y | +29.5% | -64.0% | +93.6% | +32.7% |
| 3Y | +40.7% | -77.4% | +118.1% | +44.1% |
| All | +40.7% | -77.1% | +117.8% | +44.1% |
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 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