+176.4%
CNC vs STLA
-4.1%
+180.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +2.2% | -13.8% | +16.0% | +5.0% |
| 30D | +1.6% | -10.5% | +12.1% | +3.4% |
| 3M | +7.9% | -28.9% | +36.8% | +14.3% |
| 6M | +21.2% | -49.7% | +70.9% | +36.7% |
| YTD | +73.2% | -64.9% | +138.1% | +107.6% |
| 1Y | +97.5% | -64.0% | +161.5% | +134.9% |
| 3Y | -1.2% | -77.4% | +76.2% | +25.2% |
| 5Y | -6.1% | -74.4% | +68.4% | +12.0% |
| All | +176.4% | -4.1% | +180.5% | +116.3% |
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 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