+1,751.5%
CLS vs STLA
+21.0%
+1,730.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.1% | +7.9% |
| 7D | -10.6% | -6.4% | -4.2% | -8.3% |
| 30D | -38.4% | -1.3% | -37.1% | -38.2% |
| 3M | -29.9% | -19.9% | -9.9% | -24.2% |
| 6M | -40.6% | -42.9% | +2.3% | -26.7% |
| YTD | -24.6% | -59.4% | +34.8% | +3.1% |
| 1Y | -30.8% | -56.8% | +26.0% | -8.3% |
| 3Y | +811.7% | -73.1% | +884.8% | +1,307.4% |
| 5Y | +1,838.4% | -70.1% | +1,908.5% | +2,675.1% |
| 10Y | +1,751.5% | +19.8% | +1,731.7% | +1,584.4% |
| All | +1,751.5% | +21.0% | +1,730.5% | +1,584.4% |
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 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