+506.8%
COP vs STLA
+263.8%
+243.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +3.0% | +2.6% | +0.4% | +2.3% |
| 30D | +17.5% | -1.2% | +18.7% | +17.5% |
| 3M | +13.4% | -24.8% | +38.1% | +20.0% |
| 6M | +17.7% | -25.6% | +43.3% | +23.6% |
| YTD | +46.6% | -48.9% | +95.5% | +66.3% |
| 1Y | +44.6% | -38.8% | +83.4% | +55.2% |
| 3Y | +20.7% | -64.5% | +85.2% | +43.3% |
| 5Y | +185.0% | -62.4% | +247.5% | +225.2% |
| 10Y | +347.0% | +55.4% | +291.6% | +290.6% |
| All | +506.8% | +263.8% | +243.0% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling