+60.7%
COP vs STLA
-53.0%
+113.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -4.9% |
| 7D | -8.1% | -0.6% | -7.5% | -8.1% |
| 30D | +6.7% | +3.6% | +3.1% | +7.0% |
| 3M | +16.9% | -20.6% | +37.5% | +15.4% |
| 6M | +11.2% | -34.3% | +45.5% | +8.3% |
| YTD | +49.5% | -57.3% | +106.8% | +53.0% |
| 1Y | +60.7% | -52.6% | +113.3% | +61.8% |
| All | +60.7% | -53.0% | +113.7% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling