+2,944.0%
CLS vs STLA
+48.0%
+2,896.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +6.9% |
| 7D | +12.8% | +0.7% | +12.0% | +12.5% |
| 30D | +3.8% | -2.4% | +6.2% | +4.3% |
| 3M | -14.6% | -23.9% | +9.2% | -5.3% |
| 6M | +32.2% | -24.6% | +56.9% | +46.4% |
| YTD | +11.6% | -50.5% | +62.1% | +41.7% |
| 1Y | +35.1% | -39.8% | +74.9% | +54.8% |
| 3Y | +1,312.5% | -65.6% | +1,378.2% | +1,881.4% |
| 5Y | +3,542.1% | -62.1% | +3,604.1% | +4,667.3% |
| 10Y | +2,944.0% | +47.8% | +2,896.2% | +2,451.6% |
| All | +2,944.0% | +48.0% | +2,896.0% | +2,451.6% |
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