+99.7%
CLF vs STLA
+18.3%
+81.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | -4.5% | -15.1% | -17.7% |
| 30D | -5.0% | -3.9% | -1.1% | -4.3% |
| 3M | -6.3% | -20.2% | +13.9% | +2.7% |
| 6M | +2.8% | -42.2% | +44.9% | +33.4% |
| YTD | -13.7% | -59.3% | +45.6% | +29.5% |
| 1Y | +13.6% | -56.1% | +69.6% | +61.3% |
| 3Y | -34.0% | -73.7% | +39.7% | +17.6% |
| 5Y | -48.7% | -70.3% | +21.5% | -19.2% |
| All | +99.7% | +18.3% | +81.4% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling