+2,029.3%
CLS vs STLA
-3.1%
+2,032.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.1% | +10.7% | +7.0% |
| 7D | +23.5% | -13.1% | +36.6% | +30.2% |
| 30D | -28.9% | -13.3% | -15.7% | -25.2% |
| 3M | -25.2% | -27.9% | +2.7% | -15.9% |
| 6M | -32.1% | -47.8% | +15.7% | -13.2% |
| YTD | -14.1% | -64.6% | +50.5% | +24.0% |
| 1Y | -24.1% | -64.0% | +39.9% | +8.4% |
| 3Y | +897.0% | -76.8% | +973.8% | +1,537.0% |
| 5Y | +2,089.9% | -74.2% | +2,164.1% | +3,224.1% |
| All | +2,029.3% | -3.1% | +2,032.4% | +1,764.8% |
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 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