+30.9%
CL vs STLA
-64.3%
+95.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | -2.2% | +2.6% | -4.8% | -2.3% |
| 30D | -4.8% | -1.2% | -3.6% | -4.8% |
| 3M | +4.9% | -24.8% | +29.7% | +5.7% |
| 6M | -5.7% | -25.6% | +19.9% | -5.0% |
| YTD | +14.4% | -48.9% | +63.3% | +15.9% |
| 1Y | +8.7% | -38.8% | +47.5% | +9.6% |
| All | +30.9% | -64.3% | +95.1% | +29.5% |
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