+59.7%
COP vs STLA
-61.8%
+121.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.4% |
| 7D | +0.7% | -11.6% | +12.3% | -0.2% |
| 30D | +0.2% | -6.2% | +6.4% | -0.1% |
| 3M | +10.2% | -24.6% | +34.8% | +8.3% |
| 6M | +20.1% | -44.9% | +65.0% | +15.3% |
| YTD | +50.5% | -62.3% | +112.8% | +51.5% |
| All | +59.7% | -61.8% | +121.5% | +59.8% |
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