+3.4%
CNC vs STLA
-63.2%
+66.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -3.8% | -5.2% | +1.4% | -3.2% |
| 3M | -3.2% | -24.9% | +21.6% | 0.0% |
| 6M | +47.9% | -25.2% | +73.1% | +52.2% |
| YTD | +55.7% | -51.4% | +107.1% | +69.1% |
| 1Y | +106.2% | -40.7% | +146.9% | +117.6% |
| 3Y | -2.1% | -66.3% | +64.2% | +7.8% |
| 5Y | +3.4% | -63.2% | +66.6% | +9.2% |
| All | +3.4% | -63.2% | +66.6% | +9.2% |
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