-41.4%
CLF vs STLA
-74.2%
+32.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.8% |
| 7D | +16.0% | -13.1% | +29.0% | +22.1% |
| 30D | +1.6% | -13.3% | +14.9% | +6.2% |
| 3M | +6.7% | -27.9% | +34.5% | +19.1% |
| 6M | +21.1% | -47.8% | +69.0% | +55.1% |
| YTD | -1.6% | -64.6% | +63.0% | +44.1% |
| 1Y | +18.5% | -64.0% | +82.5% | +70.8% |
| 3Y | -21.0% | -76.8% | +55.8% | +31.4% |
| 5Y | -41.4% | -74.2% | +32.8% | -15.8% |
| All | -41.4% | -74.2% | +32.8% | -15.8% |
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