+113.0%
COP vs STLA
-70.1%
+183.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -11.5% | -4.5% | -7.0% | -10.9% |
| 30D | +5.0% | -3.9% | +8.9% | +5.3% |
| 3M | +17.5% | -20.2% | +37.7% | +21.2% |
| 6M | +16.2% | -42.2% | +58.4% | +26.3% |
| YTD | +48.8% | -59.3% | +108.1% | +72.3% |
| 1Y | +64.1% | -56.1% | +120.1% | +86.0% |
| 3Y | +25.7% | -73.7% | +99.3% | +53.1% |
| All | +113.0% | -70.1% | +183.1% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling