+2,303.3%
CLS vs STLA
+189.9%
+2,113.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | -4.5% | -17.6% | -21.2% |
| 30D | -44.4% | -3.9% | -40.5% | -43.8% |
| 3M | -34.3% | -20.2% | -14.1% | -30.4% |
| 6M | -50.1% | -42.2% | -7.9% | -42.1% |
| YTD | -30.1% | -59.3% | +29.2% | -12.6% |
| 1Y | -39.3% | -56.1% | +16.7% | -26.1% |
| 3Y | +732.7% | -73.7% | +806.4% | +1,043.3% |
| 5Y | +1,777.2% | -70.3% | +1,847.5% | +2,358.5% |
| 10Y | +1,645.6% | +23.1% | +1,622.5% | +1,583.1% |
| All | +2,303.3% | +189.9% | +2,113.4% | +2,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling