+270.0%
CL vs STLA
+190.5%
+79.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | +5.9% | -5.5% | +11.5% | +6.3% |
| 30D | +13.8% | -3.7% | +17.4% | +13.9% |
| 3M | +6.4% | -21.1% | +27.5% | +7.8% |
| 6M | +15.6% | -38.3% | +54.0% | +18.8% |
| YTD | +27.9% | -59.2% | +87.1% | +34.3% |
| 1Y | +31.4% | -56.7% | +88.1% | +37.3% |
| 3Y | +41.4% | -74.3% | +115.7% | +50.9% |
| 5Y | +42.8% | -70.2% | +113.0% | +49.3% |
| 10Y | +79.7% | +23.4% | +56.3% | +70.9% |
| All | +270.0% | +190.5% | +79.5% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling