+1,084.5%
CNC vs STLA
+263.8%
+820.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +3.5% | +2.6% | +1.0% | +3.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +6.9% | -24.8% | +31.7% | +11.5% |
| 6M | +49.0% | -25.6% | +74.6% | +55.0% |
| YTD | +62.9% | -48.9% | +111.9% | +79.3% |
| 1Y | +134.0% | -38.8% | +172.8% | +148.9% |
| 3Y | +9.4% | -64.5% | +74.0% | +24.0% |
| 5Y | +4.1% | -62.4% | +66.6% | +14.1% |
| 10Y | +95.4% | +55.4% | +40.0% | +63.9% |
| All | +1,084.5% | +263.8% | +820.6% | +849.0% |
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