+186.4%
COP vs STLA
-62.4%
+248.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +3.0% | +2.6% | +0.4% | +2.5% |
| 30D | +17.5% | -1.2% | +18.7% | +17.5% |
| 3M | +13.4% | -24.8% | +38.1% | +18.8% |
| 6M | +17.7% | -25.6% | +43.3% | +22.5% |
| YTD | +46.6% | -48.9% | +95.5% | +64.5% |
| 1Y | +44.6% | -38.8% | +83.4% | +53.3% |
| 3Y | +20.7% | -64.5% | +85.2% | +39.7% |
| All | +186.4% | -62.4% | +248.7% | +216.2% |
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