+1,159.2%
CNC vs STLA
+150.0%
+1,009.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +2.2% | -13.8% | +16.0% | +4.6% |
| 30D | +1.6% | -10.5% | +12.1% | +3.1% |
| 3M | +7.9% | -28.9% | +36.8% | +13.3% |
| 6M | +21.2% | -49.7% | +70.9% | +34.2% |
| YTD | +73.2% | -64.9% | +138.1% | +101.6% |
| 1Y | +97.5% | -64.0% | +161.5% | +128.5% |
| 3Y | -1.2% | -77.4% | +76.2% | +20.2% |
| 5Y | -6.1% | -74.4% | +68.4% | +9.2% |
| 10Y | +181.3% | -6.4% | +187.6% | +154.0% |
| All | +1,159.2% | +150.0% | +1,009.2% | +967.1% |
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 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