+92.2%
CNC vs STLA
+51.6%
+40.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.9% | -3.8% | 0.0% | -3.1% |
| 30D | +0.8% | -3.1% | +3.9% | +1.3% |
| 3M | +0.1% | -19.6% | +19.7% | +3.9% |
| 6M | +79.7% | -23.5% | +103.1% | +87.0% |
| YTD | +58.9% | -51.5% | +110.4% | +80.3% |
| 1Y | +109.1% | -39.7% | +148.8% | +125.6% |
| 3Y | 0.0% | -66.3% | +66.3% | +17.5% |
| 5Y | +9.5% | -63.1% | +72.6% | +21.8% |
| All | +92.2% | +51.6% | +40.6% | +35.9% |
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 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