+39.9%
CL vs STLA
-70.1%
+109.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | +1.3% | -4.5% | +5.9% | +1.6% |
| 30D | +11.4% | -3.9% | +15.3% | +11.5% |
| 3M | +4.4% | -20.2% | +24.6% | +5.6% |
| 6M | +10.8% | -42.2% | +53.0% | +14.1% |
| YTD | +25.1% | -59.3% | +84.4% | +30.8% |
| 1Y | +28.0% | -56.1% | +84.0% | +33.1% |
| 3Y | +37.6% | -73.7% | +111.3% | +45.9% |
| All | +39.9% | -70.1% | +109.9% | +44.2% |
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 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