+40.8%
CL vs STLA
-71.4%
+112.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | +5.9% | -23.7% | +29.6% | +7.4% |
| 6M | +13.3% | -45.0% | +58.3% | +17.0% |
| YTD | +27.1% | -60.9% | +88.0% | +33.2% |
| 1Y | +28.0% | -58.9% | +86.9% | +33.6% |
| 3Y | +39.4% | -74.4% | +113.8% | +48.0% |
| 5Y | +40.8% | -71.5% | +112.3% | +45.4% |
| All | +40.8% | -71.4% | +112.2% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling