+732.7%
CLS vs STLA
-74.0%
+806.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | -4.5% | -17.6% | -21.1% |
| 30D | -44.4% | -3.9% | -40.5% | -43.8% |
| 3M | -34.3% | -20.2% | -14.1% | -30.1% |
| 6M | -50.1% | -42.2% | -7.9% | -41.3% |
| YTD | -30.1% | -59.3% | +29.2% | -10.2% |
| 1Y | -39.3% | -56.1% | +16.7% | -25.1% |
| 3Y | +732.7% | -73.7% | +806.4% | +965.4% |
| All | +732.7% | -74.0% | +806.8% | +965.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling