+34.1%
COP vs STLA
-77.1%
+111.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +4.4% | -13.8% | +18.2% | +6.1% |
| 30D | 0.0% | -10.5% | +10.5% | +0.9% |
| 3M | +15.0% | -28.9% | +43.9% | +19.1% |
| 6M | +22.0% | -49.7% | +71.7% | +31.9% |
| YTD | +55.3% | -64.9% | +120.3% | +78.5% |
| 1Y | +64.1% | -64.0% | +128.2% | +87.1% |
| 3Y | +34.1% | -77.4% | +111.5% | +57.0% |
| All | +34.1% | -77.1% | +111.2% | +57.0% |
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