+329.9%
COP vs STLA
-3.1%
+333.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +3.5% |
| 7D | +3.4% | -13.1% | +16.5% | +7.7% |
| 30D | -0.6% | -13.3% | +12.7% | +3.0% |
| 3M | +10.8% | -27.9% | +38.6% | +20.6% |
| 6M | +19.6% | -47.8% | +67.5% | +43.1% |
| YTD | +52.9% | -64.6% | +117.5% | +103.2% |
| 1Y | +62.2% | -64.0% | +126.2% | +113.3% |
| 3Y | +32.4% | -76.8% | +109.2% | +93.2% |
| 5Y | +129.7% | -74.2% | +203.9% | +204.4% |
| All | +329.9% | -3.1% | +333.0% | +211.9% |
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