+25.7%
COP vs STLA
-74.0%
+99.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -11.5% | -4.5% | -7.0% | -11.1% |
| 30D | +5.0% | -3.9% | +8.9% | +5.2% |
| 3M | +17.5% | -20.2% | +37.7% | +20.3% |
| 6M | +16.2% | -42.2% | +58.4% | +23.9% |
| YTD | +48.8% | -59.3% | +108.1% | +68.4% |
| 1Y | +64.1% | -56.1% | +120.1% | +82.0% |
| 3Y | +25.7% | -73.7% | +99.3% | +41.5% |
| All | +25.7% | -74.0% | +99.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling