-35.3%
CLS vs STLA
-57.6%
+22.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.1% | +7.9% |
| 7D | -10.6% | -6.4% | -4.2% | -9.7% |
| 30D | -38.4% | -1.3% | -37.1% | -38.5% |
| 3M | -29.9% | -19.9% | -9.9% | -28.6% |
| 6M | -40.6% | -42.9% | +2.3% | -38.6% |
| YTD | -24.6% | -59.4% | +34.8% | -25.1% |
| All | -35.3% | -57.6% | +22.3% | -37.9% |
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