-29.6%
CLS vs STLA
-53.0%
+23.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.8% | -9.5% |
| 7D | -21.1% | -0.6% | -20.5% | -21.1% |
| 30D | -38.2% | +3.6% | -41.8% | -38.8% |
| 3M | -36.3% | -20.6% | -15.7% | -35.1% |
| 6M | -43.8% | -34.3% | -9.5% | -42.0% |
| YTD | -20.0% | -57.3% | +37.3% | -19.5% |
| 1Y | -29.6% | -52.6% | +23.1% | -34.4% |
| All | -29.6% | -53.0% | +23.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling