+1,763.7%
CLS vs STLA
-70.1%
+1,833.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | -4.5% | -17.6% | -20.9% |
| 30D | -44.4% | -3.9% | -40.5% | -43.6% |
| 3M | -34.3% | -20.2% | -14.1% | -29.0% |
| 6M | -50.1% | -42.2% | -7.9% | -38.8% |
| YTD | -30.1% | -59.3% | +29.2% | -4.5% |
| 1Y | -39.3% | -56.1% | +16.7% | -20.7% |
| 3Y | +732.7% | -73.7% | +806.4% | +1,200.8% |
| All | +1,763.7% | -70.1% | +1,833.7% | +2,428.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling