+325.1%
COP vs STLA
+48.0%
+277.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.5% |
| 7D | -0.8% | +0.7% | -1.6% | -1.2% |
| 30D | +15.6% | -2.4% | +17.9% | +16.0% |
| 3M | +14.3% | -23.9% | +38.2% | +23.3% |
| 6M | +17.0% | -24.6% | +41.6% | +24.5% |
| YTD | +47.4% | -50.5% | +97.9% | +78.2% |
| 1Y | +52.4% | -39.8% | +92.2% | +68.3% |
| 3Y | +20.8% | -65.6% | +86.4% | +55.5% |
| 5Y | +191.7% | -62.1% | +253.8% | +243.0% |
| 10Y | +325.1% | +47.8% | +277.3% | +204.6% |
| All | +325.1% | +48.0% | +277.1% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling