+40.7%
CL vs STLA
-74.0%
+114.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.1% |
| 7D | +5.9% | -5.5% | +11.5% | +6.1% |
| 30D | +13.8% | -3.7% | +17.4% | +13.9% |
| 3M | +6.4% | -21.1% | +27.5% | +7.1% |
| 6M | +15.6% | -38.3% | +54.0% | +17.2% |
| YTD | +27.9% | -59.2% | +87.1% | +30.5% |
| 1Y | +31.4% | -56.7% | +88.1% | +33.8% |
| All | +40.7% | -74.0% | +114.6% | +42.2% |
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