-51.4%
CLF vs STLA
-70.1%
+18.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -19.6% | -4.5% | -15.1% | -18.1% |
| 30D | -5.0% | -3.9% | -1.1% | -4.3% |
| 3M | -6.3% | -20.2% | +13.9% | +1.0% |
| 6M | +2.8% | -42.2% | +44.9% | +26.8% |
| YTD | -13.7% | -59.3% | +45.6% | +20.0% |
| 1Y | +13.6% | -56.1% | +69.6% | +50.7% |
| 3Y | -34.0% | -73.7% | +39.7% | +4.8% |
| All | -51.4% | -70.1% | +18.6% | -33.8% |
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