-7.4%
CNC vs STLA
-74.2%
+66.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.4% |
| 7D | -5.3% | -13.1% | +7.8% | -3.7% |
| 30D | +2.0% | -13.3% | +15.3% | +3.6% |
| 3M | +4.8% | -27.9% | +32.6% | +8.5% |
| 6M | +18.5% | -47.8% | +66.3% | +27.5% |
| YTD | +70.8% | -64.6% | +135.3% | +92.1% |
| 1Y | +94.1% | -64.0% | +158.1% | +117.4% |
| 3Y | -2.2% | -76.8% | +74.6% | +12.7% |
| 5Y | -7.4% | -74.2% | +66.8% | +3.1% |
| All | -7.4% | -74.2% | +66.8% | +3.1% |
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